+336.3%
CPRT vs IR
+282.2%
+54.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.7% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +9.9% | -13.6% | +23.5% | +15.6% |
| 3M | +5.6% | +3.7% | +2.0% | +3.7% |
| 6M | -13.6% | -13.1% | -0.6% | -10.2% |
| YTD | -16.7% | -5.1% | -11.6% | -16.4% |
| 1Y | -33.1% | -6.5% | -26.7% | -32.8% |
| 3Y | -27.1% | +8.5% | -35.6% | -32.5% |
| 5Y | -9.9% | +43.3% | -53.2% | -25.7% |
| All | +336.3% | +282.2% | +54.1% | +168.8% |
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