+374.9%
CPRT vs IFF
-20.3%
+395.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -11.2% | -3.2% | -8.0% | -10.2% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | -3.6% | +8.4% | -12.0% | -6.3% |
| 6M | -15.8% | +23.0% | -38.8% | -22.2% |
| YTD | -23.5% | +25.5% | -49.0% | -30.2% |
| 1Y | -38.8% | +29.1% | -67.8% | -44.8% |
| 3Y | -33.4% | +31.7% | -65.1% | -42.3% |
| 5Y | -16.4% | -35.2% | +18.9% | -7.7% |
| All | +374.9% | -20.3% | +395.2% | +352.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling