-15.9%
CPRT vs IRM
+185.3%
-201.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.7% |
| 7D | +1.6% | -3.8% | +5.4% | +2.3% |
| 30D | +18.8% | -3.2% | +22.0% | +19.3% |
| 3M | +9.4% | -7.8% | +17.2% | +10.8% |
| 6M | -4.4% | -12.7% | +8.3% | -2.2% |
| YTD | -17.1% | +36.7% | -53.8% | -26.3% |
| 1Y | -19.9% | +10.0% | -29.9% | -24.0% |
| 3Y | -30.5% | +107.2% | -137.7% | -50.8% |
| 5Y | -15.9% | +181.6% | -197.5% | -49.7% |
| All | -15.9% | +185.3% | -201.3% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling