-9.8%
CPRT vs INDA
+5.9%
-15.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.2% |
| 7D | -0.4% | -2.6% | +2.2% | +1.3% |
| 30D | +8.2% | -2.9% | +11.2% | +10.3% |
| 3M | +2.3% | +2.4% | -0.1% | +0.8% |
| 6M | -14.7% | -2.6% | -12.1% | -13.5% |
| YTD | -18.2% | -10.0% | -8.2% | -12.7% |
| 1Y | -33.4% | -7.7% | -25.7% | -30.3% |
| 3Y | -28.3% | +8.9% | -37.2% | -37.0% |
| 5Y | -9.8% | +6.0% | -15.8% | -19.3% |
| All | -9.8% | +5.9% | -15.7% | -19.3% |
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