+22,034.1%
CPRT vs CI
+5,584.0%
+16,450.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | +9.6% | +0.7% | +8.9% | +9.3% |
| 6M | -11.1% | +0.3% | -11.5% | -11.5% |
| YTD | -13.9% | +3.8% | -17.7% | -14.9% |
| 1Y | -32.5% | -5.5% | -27.0% | -32.4% |
| 3Y | -25.0% | +8.1% | -33.1% | -28.2% |
| 5Y | -7.4% | +42.8% | -50.2% | -17.2% |
| 10Y | +422.0% | +143.9% | +278.1% | +308.0% |
| All | +22,034.1% | +5,584.0% | +16,450.1% | +7,851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling