-27.1%
CPRT vs JCI
+169.7%
-196.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.5% |
| 7D | +0.4% | +5.1% | -4.7% | -0.3% |
| 30D | +9.9% | -3.8% | +13.7% | +10.5% |
| 3M | +5.6% | +1.9% | +3.7% | +4.9% |
| 6M | -13.6% | +11.2% | -24.8% | -16.4% |
| YTD | -16.7% | +22.9% | -39.7% | -21.8% |
| 1Y | -33.1% | +37.4% | -70.5% | -39.6% |
| 3Y | -27.1% | +167.8% | -194.9% | -48.6% |
| All | -27.1% | +169.7% | -196.7% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling