-22.5%
CPRT vs IAG
+25.8%
-48.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.4% |
| 3M | +10.4% | -5.1% | +15.5% | +10.3% |
| 6M | -4.3% | -10.0% | +5.7% | -3.8% |
| YTD | -18.3% | +3.9% | -22.2% | -16.0% |
| 1Y | -22.5% | +18.9% | -41.3% | -18.5% |
| All | -22.5% | +25.8% | -48.3% | -18.5% |
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