-9.9%
CPRT vs IRM
+192.5%
-202.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.7% | -3.2% |
| 7D | +0.4% | +1.6% | -1.2% | 0.0% |
| 30D | +9.9% | -4.2% | +14.1% | +10.9% |
| 3M | +5.6% | -5.4% | +11.0% | +6.5% |
| 6M | -13.6% | +12.0% | -25.6% | -17.3% |
| YTD | -16.7% | +42.0% | -58.8% | -26.1% |
| 1Y | -33.1% | +29.9% | -63.0% | -39.5% |
| 3Y | -27.1% | +104.4% | -131.4% | -47.1% |
| 5Y | -9.9% | +191.0% | -200.9% | -46.4% |
| All | -9.9% | +192.5% | -202.4% | -46.4% |
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 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