-22.5%
CPRT vs RF
+18.0%
-40.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -1.5% | +0.4% | -1.8% | -1.6% |
| 30D | +21.4% | +5.6% | +15.8% | +19.9% |
| 3M | +10.4% | -8.9% | +19.2% | +12.4% |
| 6M | -4.3% | +7.1% | -11.4% | -6.9% |
| YTD | -18.3% | +8.3% | -26.6% | -19.2% |
| 1Y | -22.5% | +16.8% | -39.3% | -24.0% |
| All | -22.5% | +18.0% | -40.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling