+412.4%
CPRT vs IRM
+418.7%
-6.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.4% | +3.0% | -3.4% | -1.3% |
| 30D | +8.2% | -5.2% | +13.5% | +9.9% |
| 3M | +2.3% | -8.0% | +10.3% | +4.3% |
| 6M | -14.7% | +9.2% | -23.9% | -18.2% |
| YTD | -18.2% | +41.0% | -59.2% | -28.3% |
| 1Y | -33.4% | +23.3% | -56.6% | -39.3% |
| 3Y | -28.3% | +102.8% | -131.2% | -47.4% |
| 5Y | -9.8% | +192.8% | -202.6% | -43.3% |
| 10Y | +412.4% | +439.6% | -27.3% | +146.2% |
| All | +412.4% | +418.7% | -6.3% | +146.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling