-17.1%
CPRT vs IR
+44.3%
-61.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.2% |
| 7D | +6.0% | +3.7% | +2.4% | +4.6% |
| 30D | +20.0% | +7.4% | +12.6% | +16.4% |
| 3M | +10.1% | -5.9% | +16.1% | +12.3% |
| 6M | -4.3% | +5.6% | -9.9% | -7.4% |
| YTD | -18.4% | +4.8% | -23.2% | -21.7% |
| 1Y | -20.1% | +6.9% | -27.0% | -24.2% |
| 3Y | -30.4% | +27.6% | -58.0% | -43.9% |
| All | -17.1% | +44.3% | -61.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling