-33.4%
CPRT vs IRM
+29.2%
-62.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.8% |
| 7D | -0.4% | +3.0% | -3.4% | -0.3% |
| 30D | +8.2% | -5.2% | +13.5% | +7.8% |
| 3M | +2.3% | -8.0% | +10.3% | +2.0% |
| 6M | -14.7% | +9.2% | -23.9% | -15.3% |
| YTD | -18.2% | +41.0% | -59.2% | -19.4% |
| 1Y | -33.4% | +23.3% | -56.6% | -34.0% |
| All | -33.4% | +29.2% | -62.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2025-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IRM 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling