-18.7%
CPRT vs RJF
+81.1%
-99.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | -0.4% | +3.6% | -4.0% | -1.8% |
| 30D | +21.2% | +7.2% | +13.9% | +17.9% |
| 3M | +8.3% | -6.5% | +14.8% | +11.0% |
| 6M | -3.4% | +10.3% | -13.7% | -7.5% |
| YTD | -18.7% | +6.5% | -25.2% | -21.6% |
| 1Y | -23.5% | +6.1% | -29.6% | -26.3% |
| 3Y | -34.2% | +74.9% | -109.0% | -50.5% |
| All | -18.7% | +81.1% | -99.8% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling