-33.1%
CPRT vs IR
-7.1%
-26.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +9.9% | -13.6% | +23.5% | +12.6% |
| 3M | +5.6% | +3.7% | +2.0% | +4.8% |
| 6M | -13.6% | -13.1% | -0.6% | -11.6% |
| YTD | -16.7% | -5.1% | -11.6% | -15.0% |
| 1Y | -33.1% | -6.5% | -26.7% | -31.8% |
| All | -33.1% | -7.1% | -26.0% | -31.8% |
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