-5.7%
CPRT vs CI
+42.7%
-48.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +16.6% | +4.4% | +12.2% | +15.6% |
| 3M | +9.6% | +0.7% | +8.9% | +9.3% |
| 6M | -11.1% | +0.3% | -11.5% | -11.4% |
| YTD | -13.9% | +3.8% | -17.7% | -14.7% |
| 1Y | -32.5% | -5.5% | -27.0% | -32.3% |
| 3Y | -25.0% | +8.1% | -33.1% | -28.3% |
| All | -5.7% | +42.7% | -48.4% | -19.8% |
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 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