-23.9%
CPRT vs IFF
+44.8%
-68.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +5.8% |
| 7D | +12.6% | -3.3% | +15.9% | +13.2% |
| 30D | +18.0% | +5.3% | +12.7% | +17.0% |
| 3M | +11.0% | +8.9% | +2.1% | +9.3% |
| 6M | -2.0% | +26.3% | -28.4% | -5.2% |
| YTD | -16.7% | +32.2% | -48.9% | -21.4% |
| 1Y | -23.9% | +45.8% | -69.6% | -28.9% |
| All | -23.9% | +44.8% | -68.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling