-30.5%
CPRT vs RF
+115.2%
-145.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.9% |
| 7D | +1.6% | -0.1% | +1.8% | +1.7% |
| 30D | +18.8% | +7.0% | +11.7% | +16.5% |
| 3M | +9.4% | -7.0% | +16.4% | +11.5% |
| 6M | -4.4% | +6.8% | -11.2% | -6.6% |
| YTD | -17.1% | +9.9% | -27.0% | -19.9% |
| 1Y | -19.9% | +21.1% | -41.0% | -24.8% |
| 3Y | -30.5% | +119.6% | -150.1% | -41.5% |
| All | -30.5% | +115.2% | -145.7% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling