+2,185.7%
CPRT vs IAU
+786.3%
+1,399.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.4% |
| 7D | +4.0% | +2.8% | +1.2% | +3.9% |
| 30D | +18.2% | -4.0% | +22.2% | +18.4% |
| 3M | +9.2% | -8.2% | +17.4% | +9.4% |
| 6M | -4.8% | -14.8% | +9.9% | -4.4% |
| YTD | -17.5% | -6.7% | -10.8% | -17.3% |
| 1Y | -22.0% | -2.2% | -19.8% | -21.9% |
| 3Y | -33.7% | +106.7% | -140.4% | -35.2% |
| 5Y | -15.0% | +114.8% | -129.8% | -17.2% |
| 10Y | +385.2% | +213.0% | +172.2% | +371.7% |
| All | +2,185.7% | +786.3% | +1,399.5% | +2,049.3% |
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