-23.9%
CPRT vs CI
+21.2%
-45.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.4% | +1.6% | +3.9% |
| 7D | +12.6% | +3.5% | +9.1% | +11.3% |
| 30D | +18.0% | +12.6% | +5.4% | +13.9% |
| 3M | +11.0% | +12.1% | -1.1% | +7.3% |
| 6M | -2.0% | +10.6% | -12.6% | -5.3% |
| YTD | -16.7% | +12.8% | -29.5% | -19.4% |
| 1Y | -23.9% | +18.0% | -41.9% | -27.1% |
| All | -23.9% | +21.2% | -45.1% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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