-17.1%
CPRT vs CI
+49.9%
-67.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.1% |
| 7D | +6.0% | -1.6% | +7.6% | +6.4% |
| 30D | +20.0% | +5.4% | +14.6% | +18.8% |
| 3M | +10.1% | +7.3% | +2.9% | +8.6% |
| 6M | -4.3% | +5.3% | -9.6% | -5.4% |
| YTD | -18.4% | +8.5% | -26.9% | -19.9% |
| 1Y | -20.1% | +17.1% | -37.2% | -22.7% |
| 3Y | -30.4% | +1.4% | -31.8% | -32.0% |
| All | -17.1% | +49.9% | -67.0% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling