-38.8%
CPRT vs USFR
+4.1%
-42.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -3.0% |
| 7D | -11.2% | +0.1% | -11.3% | -12.0% |
| 30D | +3.3% | +0.4% | +3.0% | +0.5% |
| 3M | -3.6% | +1.0% | -4.6% | -10.5% |
| 6M | -15.8% | +2.0% | -17.7% | -23.8% |
| YTD | -23.5% | +2.8% | -26.3% | -35.5% |
| 1Y | -38.8% | +4.1% | -42.8% | -62.0% |
| All | -38.8% | +4.1% | -42.8% | -62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling