+21,016.7%
CPRT vs JCI
+2,103.3%
+18,913.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | -1.4% | +2.9% | -4.3% | -2.1% |
| 30D | +21.5% | -6.9% | +28.4% | +22.7% |
| 3M | +9.4% | -6.3% | +15.7% | +10.0% |
| 6M | -3.3% | +2.6% | -5.9% | -5.3% |
| YTD | -17.8% | +21.8% | -39.6% | -22.9% |
| 1Y | -22.2% | +19.6% | -41.8% | -26.8% |
| 3Y | -34.0% | +194.9% | -228.9% | -49.8% |
| 5Y | -15.4% | +108.1% | -123.6% | -31.0% |
| 10Y | +376.0% | +307.6% | +68.3% | +233.9% |
| All | +21,016.7% | +2,103.3% | +18,913.4% | +9,679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling