+673.7%
CPRT vs USFR
+28.6%
+645.1%
-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% | -0.5% | -0.5% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | +18.2% | +0.4% | +17.8% | +18.0% |
| 3M | +9.2% | +1.1% | +8.1% | +8.5% |
| 6M | -4.8% | +2.1% | -6.9% | -5.9% |
| YTD | -17.5% | +3.4% | -20.9% | -19.1% |
| 1Y | -22.0% | +4.1% | -26.1% | -23.7% |
| 3Y | -33.7% | +14.4% | -48.1% | -38.8% |
| 5Y | -15.0% | +21.4% | -36.4% | -24.3% |
| 10Y | +385.2% | +28.5% | +356.6% | +319.1% |
| All | +673.7% | +28.6% | +645.1% | +592.5% |
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