+387.6%
CPRT vs USFR
+28.0%
+359.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | +4.6% | +0.3% | +4.3% | +4.3% |
| 3M | -1.9% | +1.0% | -2.9% | -2.7% |
| 6M | -15.3% | +1.9% | -17.2% | -16.5% |
| YTD | -21.5% | +2.7% | -24.1% | -23.0% |
| 1Y | -36.6% | +4.0% | -40.6% | -38.6% |
| 3Y | -31.2% | +14.1% | -45.3% | -38.7% |
| 5Y | -14.1% | +20.5% | -34.6% | -27.9% |
| All | +387.6% | +28.0% | +359.6% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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