-21.6%
CPRT vs IR
+11.6%
-33.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.9% |
| 7D | +1.6% | +5.0% | -3.4% | +0.9% |
| 30D | +18.8% | +10.3% | +8.5% | +16.9% |
| 3M | +9.4% | -0.1% | +9.5% | +9.5% |
| 6M | -4.4% | +14.8% | -19.1% | -6.7% |
| YTD | -17.1% | +9.7% | -26.9% | -16.9% |
| All | -21.6% | +11.6% | -33.2% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling