-32.5%
CPRT vs RJF
+7.8%
-40.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +16.6% | -1.3% | +17.9% | +16.9% |
| 3M | +9.6% | +18.9% | -9.3% | +5.9% |
| 6M | -11.1% | +15.0% | -26.2% | -14.1% |
| YTD | -13.9% | +12.2% | -26.1% | -16.6% |
| 1Y | -32.5% | +5.6% | -38.2% | -34.6% |
| All | -32.5% | +7.8% | -40.4% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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