-27.1%
CPRT vs IBN
+29.3%
-56.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.8% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +9.9% | -2.3% | +12.2% | +10.4% |
| 3M | +5.6% | +15.9% | -10.2% | +2.7% |
| 6M | -13.6% | +5.6% | -19.2% | -14.7% |
| YTD | -16.7% | -0.1% | -16.7% | -17.2% |
| 1Y | -33.1% | -6.5% | -26.6% | -32.6% |
| 3Y | -27.1% | +29.3% | -56.4% | -31.8% |
| All | -27.1% | +29.3% | -56.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling