-9.9%
CPRT vs PBF
+735.5%
-745.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -3.4% |
| 7D | +0.4% | +2.4% | -2.0% | +0.3% |
| 30D | +9.9% | +24.9% | -15.0% | +9.1% |
| 3M | +5.6% | +81.9% | -76.2% | +3.3% |
| 6M | -13.6% | +79.4% | -93.0% | -15.8% |
| YTD | -16.7% | +188.3% | -205.0% | -20.9% |
| 1Y | -33.1% | +177.3% | -210.4% | -36.7% |
| 3Y | -27.1% | +56.0% | -83.1% | -30.2% |
| 5Y | -9.9% | +804.0% | -813.9% | -21.2% |
| All | -9.9% | +735.5% | -745.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling