-22.0%
CPRT vs CCI
+5.8%
-27.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +4.0% | +3.2% | +0.8% | +3.5% |
| 30D | +18.2% | +12.2% | +6.0% | +16.2% |
| 3M | +9.2% | +23.1% | -14.0% | +5.9% |
| 6M | -4.8% | +1.3% | -6.1% | -4.8% |
| YTD | -17.5% | +4.5% | -22.0% | -18.0% |
| 1Y | -22.0% | +2.3% | -24.3% | -22.7% |
| All | -22.0% | +5.8% | -27.8% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling