+10,280.9%
CPRT vs IRM
+9,658.3%
+622.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -1.4% | -5.3% | +3.9% | -0.3% |
| 30D | +21.5% | -2.3% | +23.8% | +21.8% |
| 3M | +9.4% | -7.4% | +16.8% | +10.8% |
| 6M | -3.3% | -12.2% | +8.9% | -1.2% |
| YTD | -17.8% | +38.6% | -56.5% | -25.6% |
| 1Y | -22.2% | +14.9% | -37.1% | -26.4% |
| 3Y | -34.0% | +108.2% | -142.2% | -47.2% |
| 5Y | -15.4% | +183.8% | -199.3% | -38.0% |
| 10Y | +376.0% | +512.6% | -136.6% | +182.7% |
| All | +10,280.9% | +9,658.3% | +622.6% | +4,927.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling