-17.3%
CPRT vs INDA
+9.1%
-26.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.2% |
| 7D | -1.4% | +3.1% | -4.5% | -3.3% |
| 30D | +21.5% | +11.3% | +10.2% | +13.7% |
| 3M | +9.4% | +3.0% | +6.4% | +7.4% |
| 6M | -3.3% | +6.5% | -9.9% | -7.2% |
| YTD | -17.8% | -4.6% | -13.3% | -15.6% |
| 1Y | -22.2% | -5.8% | -16.4% | -19.4% |
| 3Y | -34.0% | +16.8% | -50.8% | -44.7% |
| All | -17.3% | +9.1% | -26.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling