-27.1%
CPRT vs IT
-51.4%
+24.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.4% | +4.1% | -1.8% |
| 7D | +0.4% | -9.1% | +9.5% | +2.4% |
| 30D | +9.9% | -7.0% | +16.9% | +11.4% |
| 3M | +5.6% | +7.6% | -2.0% | +3.1% |
| 6M | -13.6% | +2.1% | -15.7% | -15.2% |
| YTD | -16.7% | -31.6% | +14.9% | -12.3% |
| 1Y | -33.1% | -29.9% | -3.2% | -30.2% |
| 3Y | -27.1% | -51.3% | +24.2% | -13.6% |
| All | -27.1% | -51.4% | +24.3% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling