+662.4%
CPRT vs USFR
+28.6%
+633.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +21.2% | +0.4% | +20.8% | +20.9% |
| 3M | +8.3% | +1.1% | +7.2% | +7.7% |
| 6M | -3.4% | +2.0% | -5.4% | -4.5% |
| YTD | -18.7% | +3.5% | -22.2% | -20.2% |
| 1Y | -23.5% | +4.1% | -27.6% | -25.2% |
| 3Y | -34.2% | +14.4% | -48.5% | -39.1% |
| 5Y | -18.2% | +21.4% | -39.6% | -27.2% |
| 10Y | +370.9% | +28.6% | +342.4% | +306.8% |
| All | +662.4% | +28.6% | +633.8% | +582.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling