+9,822.7%
CPRT vs IRM
+9,623.5%
+199.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.5% |
| 7D | -8.4% | -1.8% | -6.6% | -8.0% |
| 30D | +4.6% | -7.8% | +12.3% | +6.6% |
| 3M | -1.9% | -7.9% | +5.9% | -0.4% |
| 6M | -15.3% | +6.3% | -21.6% | -17.3% |
| YTD | -21.5% | +38.2% | -59.6% | -28.5% |
| 1Y | -36.6% | +19.8% | -56.5% | -40.5% |
| 3Y | -31.2% | +98.8% | -129.9% | -44.1% |
| 5Y | -14.1% | +191.8% | -205.9% | -37.2% |
| 10Y | +391.9% | +428.8% | -36.9% | +202.9% |
| All | +9,822.7% | +9,623.5% | +199.1% | +4,734.7% |
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 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