+412.4%
CPRT vs IBB
+122.2%
+290.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.3% |
| 7D | -0.4% | -3.9% | +3.5% | +1.8% |
| 30D | +8.2% | +2.7% | +5.5% | +6.5% |
| 3M | +2.3% | +21.4% | -19.1% | -8.4% |
| 6M | -14.7% | +20.1% | -34.8% | -23.4% |
| YTD | -18.2% | +21.9% | -40.0% | -27.4% |
| 1Y | -33.4% | +44.1% | -77.5% | -46.6% |
| 3Y | -28.3% | +63.4% | -91.7% | -47.7% |
| 5Y | -9.8% | +19.8% | -29.6% | -22.1% |
| 10Y | +412.4% | +127.0% | +285.4% | +216.9% |
| All | +412.4% | +122.2% | +290.1% | +216.9% |
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