+5,123.7%
CPRT vs IAG
+299.6%
+4,824.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.3% |
| 7D | -1.5% | -2.1% | +0.6% | -1.4% |
| 30D | +21.3% | -6.2% | +27.5% | +21.6% |
| 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% | -19.1% |
| 1Y | -22.5% | +18.9% | -41.4% | -23.9% |
| 3Y | -34.3% | +651.8% | -686.1% | -42.3% |
| 5Y | -17.8% | +416.3% | -434.0% | -27.9% |
| 10Y | +373.4% | +377.4% | -4.1% | +301.1% |
| All | +5,123.7% | +299.6% | +4,824.1% | +3,999.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling