-38.8%
CPRT vs ITOT
+17.8%
-56.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | +3.3% | -1.5% | +4.8% | +3.6% |
| 3M | -3.6% | +3.6% | -7.1% | -4.2% |
| 6M | -15.8% | +13.7% | -29.4% | -19.9% |
| YTD | -23.5% | +12.9% | -36.4% | -26.9% |
| 1Y | -38.8% | +17.2% | -55.9% | -42.0% |
| All | -38.8% | +17.8% | -56.6% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling