+21,200.5%
CPRT vs IT
+4,005.2%
+17,195.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +1.6% | -18.8% | +20.4% | +5.9% |
| 30D | +18.8% | -0.1% | +18.8% | +18.6% |
| 3M | +9.4% | +2.9% | +6.5% | +8.3% |
| 6M | -4.4% | +20.4% | -24.8% | -9.2% |
| YTD | -17.1% | -24.3% | +7.2% | -14.4% |
| 1Y | -19.9% | -17.2% | -2.7% | -18.8% |
| 3Y | -30.5% | -52.4% | +21.9% | -22.7% |
| 5Y | -15.9% | -43.7% | +27.8% | -9.9% |
| 10Y | +386.7% | +90.3% | +296.4% | +312.1% |
| All | +21,200.5% | +4,005.2% | +17,195.3% | +9,689.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling