+412.4%
CPRT vs IT
+88.4%
+323.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.1% |
| 7D | -0.4% | -9.1% | +8.7% | +3.0% |
| 30D | +8.2% | -12.2% | +20.4% | +13.2% |
| 3M | +2.3% | +7.8% | -5.5% | -2.4% |
| 6M | -14.7% | +2.0% | -16.7% | -17.8% |
| YTD | -18.2% | -32.7% | +14.6% | -8.5% |
| 1Y | -33.4% | -31.1% | -2.3% | -26.9% |
| 3Y | -28.3% | -52.1% | +23.8% | -12.6% |
| 5Y | -9.8% | -46.3% | +36.4% | +2.3% |
| 10Y | +412.4% | +91.4% | +321.0% | +230.2% |
| All | +412.4% | +88.4% | +323.9% | +230.2% |
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