-32.5%
CPRT vs CMI
+45.0%
-77.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.8% |
| 7D | +2.2% | -0.7% | +2.9% | +2.1% |
| 30D | +16.6% | -13.4% | +30.1% | +14.2% |
| 3M | +9.6% | -17.0% | +26.6% | +7.0% |
| 6M | -11.1% | -1.6% | -9.5% | -13.6% |
| YTD | -13.9% | +11.0% | -24.9% | -14.9% |
| 1Y | -32.5% | +41.9% | -74.4% | -29.7% |
| All | -32.5% | +45.0% | -77.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling