+374.9%
CPRT vs ITOT
+303.4%
+71.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.4% |
| 7D | -11.2% | -0.9% | -10.3% | -10.4% |
| 30D | +3.3% | -1.5% | +4.8% | +4.8% |
| 3M | -3.6% | +3.6% | -7.1% | -7.2% |
| 6M | -15.8% | +13.7% | -29.4% | -26.3% |
| YTD | -23.5% | +12.9% | -36.4% | -32.7% |
| 1Y | -38.8% | +17.2% | -55.9% | -48.3% |
| 3Y | -33.4% | +75.6% | -109.1% | -63.3% |
| 5Y | -16.4% | +75.5% | -91.8% | -53.5% |
| All | +374.9% | +303.4% | +71.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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