+363.9%
CPRT vs IAG
+384.2%
-20.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.3% |
| 7D | -1.5% | -2.1% | +0.6% | -1.4% |
| 30D | +21.4% | -6.2% | +27.5% | +21.5% |
| 3M | +10.4% | -5.1% | +15.5% | +10.5% |
| 6M | -4.3% | -10.0% | +5.7% | -4.2% |
| YTD | -18.3% | +3.9% | -22.2% | -18.9% |
| 1Y | -22.5% | +18.9% | -41.3% | -23.5% |
| 3Y | -34.3% | +651.8% | -686.1% | -40.6% |
| 5Y | -17.8% | +416.3% | -434.0% | -26.5% |
| All | +363.9% | +384.2% | -20.2% | +311.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling