+20,924.8%
CPRT vs IFF
+416.4%
+20,508.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | -0.4% | -3.0% | +2.6% | +0.6% |
| 30D | +8.2% | -0.9% | +9.2% | +8.5% |
| 3M | +2.3% | +11.8% | -9.5% | -1.5% |
| 6M | -14.7% | +16.5% | -31.3% | -19.7% |
| YTD | -18.2% | +26.5% | -44.7% | -25.2% |
| 1Y | -33.4% | +32.7% | -66.1% | -40.2% |
| 3Y | -28.3% | +32.0% | -60.3% | -37.0% |
| 5Y | -9.8% | -36.1% | +26.2% | -2.2% |
| 10Y | +412.4% | -20.1% | +432.4% | +396.5% |
| All | +20,924.8% | +416.4% | +20,508.4% | +10,753.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling