+22,034.1%
CPRT vs RJF
+13,227.2%
+8,806.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | +16.6% | -1.3% | +17.9% | +16.9% |
| 3M | +9.6% | +18.9% | -9.3% | +4.2% |
| 6M | -11.1% | +15.0% | -26.2% | -14.9% |
| YTD | -13.9% | +12.2% | -26.1% | -17.1% |
| 1Y | -32.5% | +5.6% | -38.2% | -34.1% |
| 3Y | -25.0% | +74.9% | -99.9% | -37.2% |
| 5Y | -7.4% | +106.6% | -114.0% | -26.5% |
| 10Y | +422.0% | +433.1% | -11.1% | +211.7% |
| All | +22,034.1% | +13,227.2% | +8,806.9% | +5,643.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling