+361.5%
CPRT vs CI
+146.2%
+215.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | +1.2% | -1.5% | -0.7% |
| 30D | +21.2% | +2.6% | +18.6% | +20.3% |
| 3M | +8.3% | +7.4% | +0.9% | +6.0% |
| 6M | -3.4% | -0.1% | -3.3% | -3.6% |
| YTD | -18.7% | +9.7% | -28.4% | -21.3% |
| 1Y | -23.5% | +12.1% | -35.6% | -26.5% |
| 3Y | -34.2% | +7.0% | -41.2% | -38.0% |
| 5Y | -18.2% | +49.7% | -67.9% | -33.0% |
| All | +361.5% | +146.2% | +215.3% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling