+21,016.7%
CPRT vs IT
+4,047.7%
+16,969.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | -1.4% | -6.8% | +5.5% | 0.0% |
| 30D | +21.5% | -0.6% | +22.1% | +21.4% |
| 3M | +9.4% | +3.1% | +6.4% | +8.4% |
| 6M | -3.3% | +25.5% | -28.8% | -8.9% |
| YTD | -17.8% | -23.5% | +5.7% | -15.3% |
| 1Y | -22.2% | -16.6% | -5.5% | -21.2% |
| 3Y | -34.0% | -53.1% | +19.1% | -26.3% |
| 5Y | -15.4% | -41.4% | +26.0% | -10.0% |
| 10Y | +376.0% | +90.9% | +285.0% | +302.6% |
| All | +21,016.7% | +4,047.7% | +16,969.0% | +9,583.9% |
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 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