+412.4%
CPRT vs IAU
+221.5%
+190.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +8.2% | +0.2% | +8.0% | +8.2% |
| 3M | +2.3% | +3.3% | -1.0% | +2.1% |
| 6M | -14.7% | -14.6% | -0.2% | -14.0% |
| YTD | -18.2% | +1.9% | -20.1% | -18.3% |
| 1Y | -33.4% | +20.9% | -54.2% | -34.3% |
| 3Y | -28.3% | +127.5% | -155.8% | -33.2% |
| 5Y | -9.8% | +141.9% | -151.8% | -17.4% |
| 10Y | +412.4% | +222.8% | +189.6% | +403.0% |
| All | +412.4% | +221.5% | +190.9% | +403.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling