+787.4%
CPRT vs PBF
+303.9%
+483.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +2.2% | +4.3% | -2.1% | +1.9% |
| 30D | +16.6% | +22.0% | -5.3% | +14.6% |
| 3M | +9.6% | +74.5% | -64.9% | +3.9% |
| 6M | -11.1% | +67.7% | -78.8% | -16.0% |
| YTD | -13.9% | +179.2% | -193.1% | -22.6% |
| 1Y | -32.5% | +170.0% | -202.5% | -39.6% |
| 3Y | -25.0% | +66.4% | -91.4% | -31.3% |
| 5Y | -7.4% | +764.5% | -771.9% | -31.3% |
| 10Y | +422.0% | +358.5% | +63.5% | +268.4% |
| All | +787.4% | +303.9% | +483.5% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling