+707.7%
CPRT vs USFR
+27.5%
+680.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +0.1% | +2.2% | +2.2% |
| 30D | +16.6% | +0.3% | +16.3% | +16.4% |
| 3M | +9.6% | +1.0% | +8.6% | +9.0% |
| 6M | -11.1% | +1.9% | -13.1% | -12.1% |
| YTD | -13.9% | +2.6% | -16.5% | -15.1% |
| 1Y | -32.5% | +4.0% | -36.5% | -34.0% |
| 3Y | -25.0% | +14.1% | -39.1% | -30.6% |
| 5Y | -7.4% | +20.4% | -27.8% | -17.1% |
| 10Y | +422.0% | +28.0% | +394.0% | +352.1% |
| All | +707.7% | +27.5% | +680.1% | +626.2% |
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