-34.2%
CPRT vs IR
+25.2%
-59.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.4% | +2.5% | -2.9% | -1.0% |
| 30D | +21.2% | +9.2% | +12.0% | +18.4% |
| 3M | +8.3% | +0.9% | +7.4% | +7.8% |
| 6M | -3.4% | +19.2% | -22.6% | -8.2% |
| YTD | -18.7% | +7.5% | -26.2% | -21.0% |
| 1Y | -23.5% | +11.7% | -35.3% | -26.6% |
| 3Y | -34.2% | +23.9% | -58.1% | -43.7% |
| All | -34.2% | +25.2% | -59.4% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling