+9,564.5%
CPRT vs IRM
+9,819.9%
-255.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.1% |
| 7D | -11.2% | -1.4% | -9.7% | -10.9% |
| 30D | +3.3% | -7.4% | +10.7% | +5.2% |
| 3M | -3.6% | -7.4% | +3.8% | -2.2% |
| 6M | -15.8% | +8.7% | -24.4% | -18.2% |
| YTD | -23.5% | +40.9% | -64.4% | -30.7% |
| 1Y | -38.8% | +20.5% | -59.3% | -42.5% |
| 3Y | -33.4% | +101.7% | -135.2% | -46.1% |
| 5Y | -16.4% | +197.7% | -214.0% | -39.1% |
| 10Y | +379.1% | +439.5% | -60.3% | +193.6% |
| All | +9,564.5% | +9,819.9% | -255.4% | +4,585.4% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling