-15.0%
CPRT vs CCI
-36.7%
+21.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +4.0% | +3.2% | +0.8% | +3.2% |
| 30D | +18.2% | +12.2% | +6.0% | +14.9% |
| 3M | +9.2% | +23.1% | -14.0% | +3.3% |
| 6M | -4.8% | +1.3% | -6.1% | -5.4% |
| YTD | -17.5% | +4.5% | -22.0% | -19.1% |
| 1Y | -22.0% | +2.3% | -24.3% | -23.1% |
| 3Y | -33.7% | +9.8% | -43.5% | -38.5% |
| 5Y | -15.0% | -36.5% | +21.5% | -3.6% |
| All | -15.0% | -36.7% | +21.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling