+427.4%
CPRT vs CI
+146.1%
+281.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.8% |
| 30D | +16.6% | +4.4% | +12.2% | +15.1% |
| 3M | +9.6% | +0.7% | +8.9% | +9.2% |
| 6M | -11.1% | +0.3% | -11.5% | -11.6% |
| YTD | -13.9% | +3.8% | -17.7% | -15.2% |
| 1Y | -32.5% | -5.5% | -27.0% | -32.3% |
| 3Y | -25.0% | +8.1% | -33.1% | -29.9% |
| 5Y | -7.4% | +42.8% | -50.2% | -23.0% |
| All | +427.4% | +146.1% | +281.3% | +279.6% |
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