-24.4%
CPRT vs IR
+10.0%
-34.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | +2.2% | -2.8% | +5.0% | +3.0% |
| 30D | +16.6% | -15.1% | +31.8% | +21.9% |
| 3M | +9.6% | +6.1% | +3.5% | +7.3% |
| 6M | -11.1% | -16.8% | +5.7% | -6.9% |
| YTD | -13.9% | -3.5% | -10.3% | -13.9% |
| 1Y | -32.5% | -3.5% | -29.0% | -32.8% |
| All | -24.4% | +10.0% | -34.4% | -33.9% |
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