-14.1%
CPRT vs CMI
+163.4%
-177.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -8.4% | +0.8% | -9.3% | -8.6% |
| 30D | +4.6% | -12.8% | +17.4% | +7.8% |
| 3M | -1.9% | -12.4% | +10.5% | -0.1% |
| 6M | -15.3% | -0.9% | -14.4% | -18.1% |
| YTD | -21.5% | +8.9% | -30.3% | -27.1% |
| 1Y | -36.6% | +37.7% | -74.3% | -46.5% |
| 3Y | -31.2% | +148.9% | -180.0% | -56.0% |
| 5Y | -14.1% | +164.4% | -178.5% | -50.1% |
| All | -14.1% | +163.4% | -177.6% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling