+2,709.6%
CPRT vs ITOT
+885.8%
+1,823.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | +8.2% | -1.6% | +9.8% | +9.7% |
| 3M | +2.3% | +3.5% | -1.2% | -1.1% |
| 6M | -14.7% | +13.1% | -27.9% | -23.8% |
| YTD | -18.2% | +12.7% | -30.9% | -26.7% |
| 1Y | -33.4% | +18.3% | -51.7% | -42.9% |
| 3Y | -28.3% | +76.4% | -104.7% | -56.7% |
| 5Y | -9.8% | +73.8% | -83.6% | -44.3% |
| 10Y | +412.4% | +301.2% | +111.2% | +63.5% |
| All | +2,709.6% | +885.8% | +1,823.8% | +256.7% |
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 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