+412.4%
CPRT vs CCI
+17.8%
+394.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +8.2% | +2.1% | +6.1% | +7.5% |
| 3M | +2.3% | -17.8% | +20.1% | +9.0% |
| 6M | -14.7% | -14.2% | -0.6% | -10.8% |
| YTD | -18.2% | -13.3% | -4.8% | -15.1% |
| 1Y | -33.4% | -16.6% | -16.8% | -30.0% |
| 3Y | -28.3% | -10.8% | -17.5% | -29.0% |
| 5Y | -9.8% | -50.3% | +40.5% | +12.2% |
| 10Y | +412.4% | +22.5% | +389.9% | +394.8% |
| All | +412.4% | +17.8% | +394.6% | +394.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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