+392.8%
CPRT vs IBB
+156.3%
+236.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.6% |
| 7D | +6.0% | -1.8% | +7.9% | +6.9% |
| 30D | +20.0% | +5.1% | +15.0% | +16.4% |
| 3M | +10.1% | +10.7% | -0.6% | +3.5% |
| 6M | -4.3% | +22.9% | -27.2% | -15.5% |
| YTD | -18.4% | +26.7% | -45.1% | -29.6% |
| 1Y | -20.1% | +35.1% | -55.2% | -33.8% |
| 3Y | -30.4% | +80.2% | -110.6% | -52.6% |
| 5Y | -17.0% | +37.8% | -54.8% | -34.2% |
| All | +392.8% | +156.3% | +236.4% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling