+328.2%
CPRT vs IR
+334.1%
-5.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.5% | +4.2% | -5.7% | -2.9% |
| 30D | +21.3% | +8.1% | +13.3% | +17.7% |
| 3M | +10.4% | +0.7% | +9.7% | +9.6% |
| 6M | -4.3% | +16.6% | -20.9% | -10.3% |
| YTD | -18.3% | +7.8% | -26.0% | -21.9% |
| 1Y | -22.5% | +9.9% | -32.4% | -26.6% |
| 3Y | -34.3% | +25.2% | -59.5% | -42.5% |
| 5Y | -17.8% | +46.8% | -64.5% | -33.3% |
| All | +328.2% | +334.1% | -5.9% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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