+374.9%
CPRT vs CMI
+516.5%
-141.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.0% |
| 7D | -11.2% | -0.7% | -10.5% | -11.0% |
| 30D | +3.3% | -12.4% | +15.7% | +8.0% |
| 3M | -3.6% | -14.8% | +11.2% | +0.6% |
| 6M | -15.8% | +0.8% | -16.6% | -19.0% |
| YTD | -23.5% | +10.2% | -33.7% | -29.8% |
| 1Y | -38.8% | +37.4% | -76.2% | -49.4% |
| 3Y | -33.4% | +153.3% | -186.7% | -59.6% |
| 5Y | -16.4% | +167.6% | -184.0% | -51.6% |
| All | +374.9% | +516.5% | -141.5% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling