+377.9%
CPRT vs JCI
+290.1%
+87.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -5.9% | +9.9% | +6.0% |
| 30D | +18.2% | -10.4% | +28.6% | +22.0% |
| 3M | +9.2% | -6.1% | +15.3% | +9.9% |
| 6M | -4.8% | +1.7% | -6.5% | -8.6% |
| YTD | -17.5% | +18.9% | -36.4% | -27.0% |
| 1Y | -22.0% | +16.1% | -38.1% | -30.4% |
| 3Y | -33.7% | +187.8% | -221.5% | -63.7% |
| 5Y | -15.0% | +103.2% | -118.2% | -45.4% |
| All | +377.9% | +290.1% | +87.8% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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