-24.4%
CPRT vs IAG
+790.4%
-814.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +16.6% | +28.9% | -12.2% | +15.5% |
| 3M | +9.6% | +19.1% | -9.6% | +8.7% |
| 6M | -11.1% | -10.3% | -0.9% | -11.0% |
| YTD | -13.9% | +24.2% | -38.1% | -14.8% |
| 1Y | -32.5% | +116.5% | -149.0% | -35.0% |
| All | -24.4% | +790.4% | -814.8% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling