+22,034.1%
CPRT vs IT
+3,906.3%
+18,127.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.3% |
| 7D | +2.2% | -6.0% | +8.2% | +3.5% |
| 30D | +16.6% | 0.0% | +16.6% | +16.5% |
| 3M | +9.6% | +13.1% | -3.5% | +6.0% |
| 6M | -11.1% | +11.7% | -22.8% | -14.3% |
| YTD | -13.9% | -26.1% | +12.2% | -10.4% |
| 1Y | -32.5% | -21.3% | -11.3% | -31.0% |
| 3Y | -25.0% | -46.7% | +21.7% | -18.4% |
| 5Y | -7.4% | -40.5% | +33.1% | -1.4% |
| 10Y | +422.0% | +103.9% | +318.1% | +338.6% |
| All | +22,034.1% | +3,906.3% | +18,127.8% | +10,153.4% |
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