+363.9%
CPRT vs CI
+145.6%
+218.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -1.5% | -1.7% | +0.3% | -1.0% |
| 30D | +21.4% | +4.9% | +16.5% | +19.7% |
| 3M | +10.4% | +7.4% | +3.0% | +8.1% |
| 6M | -4.3% | +0.4% | -4.7% | -4.7% |
| YTD | -18.3% | +9.5% | -27.7% | -20.8% |
| 1Y | -22.5% | +12.0% | -34.4% | -25.4% |
| 3Y | -34.3% | +7.1% | -41.4% | -38.2% |
| 5Y | -17.8% | +49.3% | -67.1% | -32.5% |
| All | +363.9% | +145.6% | +218.4% | +227.8% |
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