+4,443.3%
CPRT vs IBN
+1,532.9%
+2,910.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.2% | +1.4% | +0.8% | +2.0% |
| 30D | +16.6% | -0.3% | +17.0% | +16.7% |
| 3M | +9.6% | +17.1% | -7.5% | +6.6% |
| 6M | -11.1% | +3.4% | -14.5% | -11.7% |
| YTD | -13.9% | +2.5% | -16.4% | -14.5% |
| 1Y | -32.5% | -4.2% | -28.4% | -32.3% |
| 3Y | -25.0% | +32.4% | -57.4% | -29.2% |
| 5Y | -7.4% | +59.2% | -66.6% | -15.3% |
| 10Y | +422.0% | +345.7% | +76.3% | +292.2% |
| All | +4,443.3% | +1,532.9% | +2,910.4% | +2,240.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling