-5.7%
CPRT vs IAU
+141.6%
-147.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | +2.2% | -0.5% | +2.7% | +2.2% |
| 30D | +16.6% | +4.4% | +12.2% | +16.4% |
| 3M | +9.6% | -1.1% | +10.6% | +9.6% |
| 6M | -11.1% | -13.7% | +2.6% | -10.6% |
| YTD | -13.9% | +2.7% | -16.6% | -13.9% |
| 1Y | -32.5% | +24.6% | -57.1% | -33.1% |
| 3Y | -25.0% | +126.8% | -151.9% | -29.1% |
| All | -5.7% | +141.6% | -147.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling