-30.4%
CPRT vs CI
0.0%
-30.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.2% |
| 7D | +6.0% | -1.6% | +7.6% | +6.3% |
| 30D | +20.0% | +5.4% | +14.6% | +19.1% |
| 3M | +10.1% | +7.3% | +2.9% | +8.9% |
| 6M | -4.3% | +5.3% | -9.6% | -5.2% |
| YTD | -18.4% | +8.5% | -26.9% | -19.5% |
| 1Y | -20.1% | +17.1% | -37.2% | -21.9% |
| 3Y | -30.4% | +1.4% | -31.8% | -30.9% |
| All | -30.4% | 0.0% | -30.4% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling