+361.5%
CPRT vs IT
+90.0%
+271.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | +21.2% | -1.8% | +23.0% | +21.5% |
| 3M | +8.3% | +4.8% | +3.5% | +5.5% |
| 6M | -3.4% | +33.0% | -36.4% | -15.8% |
| YTD | -18.7% | -23.8% | +5.1% | -13.7% |
| 1Y | -23.5% | -16.5% | -7.0% | -21.9% |
| 3Y | -34.2% | -53.6% | +19.5% | -17.4% |
| 5Y | -18.2% | -42.1% | +23.9% | -9.9% |
| All | +361.5% | +90.0% | +271.5% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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