+22,034.1%
CPRT vs JCI
+2,102.1%
+19,932.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | +2.2% | +3.8% | -1.6% | +1.4% |
| 30D | +16.6% | -5.7% | +22.3% | +18.0% |
| 3M | +9.6% | -1.4% | +11.0% | +9.4% |
| 6M | -11.1% | +4.1% | -15.3% | -12.8% |
| YTD | -13.9% | +21.7% | -35.6% | -18.6% |
| 1Y | -32.5% | +36.1% | -68.7% | -38.0% |
| 3Y | -25.0% | +154.4% | -179.5% | -40.7% |
| 5Y | -7.4% | +112.0% | -119.4% | -24.1% |
| 10Y | +422.0% | +322.2% | +99.8% | +266.3% |
| All | +22,034.1% | +2,102.1% | +19,932.0% | +10,232.8% |
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