+374.9%
CPRT vs IEF
+3.8%
+371.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -11.2% | -1.3% | -9.8% | -11.4% |
| 30D | +3.3% | -1.7% | +5.1% | +3.0% |
| 3M | -3.6% | -2.5% | -1.0% | -4.0% |
| 6M | -15.8% | -3.3% | -12.5% | -16.3% |
| YTD | -23.5% | -2.8% | -20.7% | -23.9% |
| 1Y | -38.8% | -2.7% | -36.0% | -39.1% |
| 3Y | -33.4% | +8.9% | -42.4% | -31.9% |
| 5Y | -16.4% | -9.4% | -6.9% | -30.2% |
| All | +374.9% | +3.8% | +371.1% | +374.3% |
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