-33.7%
CPRT vs IAG
+708.7%
-742.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | -0.1% |
| 7D | +4.0% | +16.8% | -12.9% | +3.1% |
| 30D | +18.2% | -1.5% | +19.7% | +18.1% |
| 3M | +9.2% | +0.5% | +8.7% | +8.9% |
| 6M | -4.8% | -1.0% | -3.9% | -5.1% |
| YTD | -17.5% | +12.3% | -29.8% | -18.3% |
| 1Y | -22.0% | +39.2% | -61.2% | -23.6% |
| 3Y | -33.7% | +712.3% | -746.0% | -43.8% |
| All | -33.7% | +708.7% | -742.5% | -43.8% |
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