-30.4%
CPRT vs IR
+27.4%
-57.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | +6.0% | +3.7% | +2.4% | +5.1% |
| 30D | +20.0% | +7.4% | +12.6% | +17.7% |
| 3M | +10.1% | -5.9% | +16.1% | +11.6% |
| 6M | -4.3% | +5.6% | -9.9% | -6.2% |
| YTD | -18.4% | +4.8% | -23.2% | -20.2% |
| 1Y | -20.1% | +6.9% | -27.0% | -22.5% |
| 3Y | -30.4% | +27.6% | -58.0% | -44.2% |
| All | -30.4% | +27.4% | -57.8% | -44.2% |
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