+985.4%
CPRT vs INDA
+122.4%
+863.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -1.4% | +3.1% | -4.5% | -2.7% |
| 30D | +21.5% | +11.3% | +10.2% | +16.1% |
| 3M | +9.4% | +3.0% | +6.4% | +8.0% |
| 6M | -3.3% | +6.5% | -9.9% | -5.9% |
| YTD | -17.8% | -4.6% | -13.3% | -16.5% |
| 1Y | -22.2% | -5.8% | -16.4% | -20.5% |
| 3Y | -34.0% | +16.8% | -50.8% | -39.0% |
| 5Y | -15.4% | +10.4% | -25.8% | -19.8% |
| 10Y | +376.0% | +116.8% | +259.2% | +244.5% |
| All | +985.4% | +122.4% | +863.1% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling