+2,692.1%
CPRT vs ITOT
+875.1%
+1,817.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -2.4% |
| 30D | +21.2% | -1.7% | +22.9% | +22.6% |
| 3M | +8.3% | -3.4% | +11.7% | +11.0% |
| 6M | -3.4% | +2.1% | -5.5% | -6.0% |
| YTD | -18.7% | +11.5% | -30.2% | -26.8% |
| 1Y | -23.5% | +13.6% | -37.1% | -32.3% |
| 3Y | -34.2% | +77.2% | -111.4% | -60.7% |
| 5Y | -18.2% | +64.4% | -82.6% | -47.4% |
| 10Y | +370.9% | +288.6% | +82.3% | +53.4% |
| All | +2,692.1% | +875.1% | +1,817.0% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling