+387.6%
CPRT vs IAG
+423.2%
-35.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.9% |
| 7D | -8.4% | -4.1% | -4.4% | -8.3% |
| 30D | +4.6% | +10.6% | -6.0% | +4.2% |
| 3M | -1.9% | +35.4% | -37.3% | -3.2% |
| 6M | -15.3% | -9.5% | -5.8% | -15.2% |
| YTD | -21.5% | +21.8% | -43.3% | -22.4% |
| 1Y | -36.6% | +84.1% | -120.8% | -38.6% |
| 3Y | -31.2% | +817.4% | -848.5% | -38.4% |
| 5Y | -14.1% | +830.1% | -844.2% | -24.8% |
| All | +387.6% | +423.2% | -35.6% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IAG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling