+386.7%
CPRT vs CI
+158.0%
+228.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +18.8% | +4.7% | +14.1% | +17.3% |
| 3M | +9.4% | +5.2% | +4.2% | +7.8% |
| 6M | -4.4% | +3.8% | -8.2% | -5.7% |
| YTD | -17.1% | +9.2% | -26.3% | -19.6% |
| 1Y | -19.9% | +14.3% | -34.2% | -23.4% |
| 3Y | -30.5% | +8.4% | -38.9% | -34.8% |
| 5Y | -15.9% | +50.0% | -66.0% | -31.2% |
| 10Y | +386.7% | +142.2% | +244.5% | +242.7% |
| All | +386.7% | +158.0% | +228.6% | +242.7% |
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