-33.4%
CPRT vs IAG
+102.4%
-135.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -1.8% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | +8.2% | +11.4% | -3.2% | +7.8% |
| 3M | +2.3% | +33.0% | -30.7% | +1.6% |
| 6M | -14.7% | -6.0% | -8.8% | -14.7% |
| YTD | -18.2% | +24.6% | -42.7% | -17.4% |
| 1Y | -33.4% | +105.0% | -138.4% | -34.0% |
| All | -33.4% | +102.4% | -135.7% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling