-23.5%
CPRT vs IAU
-8.1%
-15.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -0.4% | -4.6% | +4.2% | +0.1% |
| 30D | +21.2% | -5.4% | +26.6% | +21.7% |
| 3M | +8.3% | -10.9% | +19.2% | +9.4% |
| 6M | -3.4% | -17.4% | +14.0% | -1.9% |
| YTD | -18.7% | -10.2% | -8.5% | -17.5% |
| 1Y | -23.5% | -7.1% | -16.5% | -21.4% |
| All | -23.5% | -8.1% | -15.4% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling