+2,160.9%
CPRT vs IAU
+793.8%
+1,367.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | +6.0% | +4.7% | +1.3% | +5.9% |
| 30D | +20.0% | -0.9% | +20.9% | +20.0% |
| 3M | +10.1% | -4.4% | +14.5% | +10.3% |
| 6M | -4.3% | -13.5% | +9.2% | -3.9% |
| YTD | -18.4% | -5.9% | -12.5% | -18.3% |
| 1Y | -20.1% | +1.9% | -22.0% | -20.1% |
| 3Y | -30.4% | +104.1% | -134.5% | -31.9% |
| 5Y | -17.0% | +121.0% | -138.0% | -19.2% |
| 10Y | +403.2% | +204.1% | +199.2% | +389.3% |
| All | +2,160.9% | +793.8% | +1,367.2% | +2,025.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling