-22.5%
CPRT vs IR
+10.1%
-32.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.5% | +4.2% | -5.7% | -2.1% |
| 30D | +21.3% | +8.1% | +13.3% | +19.8% |
| 3M | +10.4% | +0.7% | +9.7% | +10.3% |
| 6M | -4.3% | +16.6% | -20.9% | -6.9% |
| YTD | -18.3% | +7.8% | -26.0% | -17.9% |
| 1Y | -22.5% | +9.9% | -32.4% | -22.4% |
| All | -22.5% | +10.1% | -32.6% | -22.4% |
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