-30.4%
CPRT vs IAU
+103.2%
-133.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | +6.0% | +4.7% | +1.3% | +5.7% |
| 30D | +20.0% | -0.9% | +20.9% | +20.0% |
| 3M | +10.1% | -4.4% | +14.5% | +10.4% |
| 6M | -4.3% | -13.5% | +9.2% | -3.6% |
| YTD | -18.4% | -5.9% | -12.5% | -17.9% |
| 1Y | -20.1% | +1.9% | -22.0% | -19.8% |
| 3Y | -30.4% | +104.1% | -134.5% | -37.1% |
| All | -30.4% | +103.2% | -133.7% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling