+361.5%
CPRT vs IEF
+7.3%
+354.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.6% |
| 7D | -0.4% | -2.0% | +1.6% | -0.6% |
| 30D | +21.2% | +0.7% | +20.5% | +21.3% |
| 3M | +8.3% | -2.5% | +10.8% | +7.8% |
| 6M | -3.4% | -2.6% | -0.8% | -3.8% |
| YTD | -18.7% | -3.2% | -15.5% | -19.2% |
| 1Y | -23.5% | -3.0% | -20.5% | -23.9% |
| 3Y | -34.2% | +10.5% | -44.7% | -32.1% |
| 5Y | -18.2% | -8.2% | -10.0% | -30.2% |
| All | +361.5% | +7.3% | +354.1% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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