+387.6%
CPRT vs RJF
+429.5%
-41.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.5% |
| 7D | -8.4% | -4.2% | -4.2% | -6.8% |
| 30D | +4.6% | -3.6% | +8.2% | +6.1% |
| 3M | -1.9% | +15.6% | -17.6% | -7.9% |
| 6M | -15.3% | +17.6% | -32.9% | -21.2% |
| YTD | -21.5% | +9.2% | -30.7% | -25.0% |
| 1Y | -36.6% | +5.5% | -42.1% | -38.9% |
| 3Y | -31.2% | +70.3% | -101.5% | -47.0% |
| 5Y | -14.1% | +106.0% | -120.1% | -40.2% |
| All | +387.6% | +429.5% | -41.9% | +127.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling