+21,298.9%
CPRT vs CMI
+9,090.1%
+12,208.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | +0.4% | +1.9% | -1.5% | -0.1% |
| 30D | +9.9% | -12.5% | +22.4% | +13.5% |
| 3M | +5.6% | -16.2% | +21.8% | +9.4% |
| 6M | -13.6% | +4.9% | -18.5% | -16.2% |
| YTD | -16.7% | +11.1% | -27.9% | -20.8% |
| 1Y | -33.1% | +43.4% | -76.5% | -40.8% |
| 3Y | -27.1% | +154.1% | -181.1% | -44.9% |
| 5Y | -9.9% | +169.5% | -179.4% | -33.4% |
| 10Y | +415.3% | +503.8% | -88.5% | +208.2% |
| All | +21,298.9% | +9,090.1% | +12,208.9% | +5,794.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling