+974.0%
CPRT vs INDA
+121.8%
+852.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | +21.2% | +9.4% | +11.8% | +16.7% |
| 3M | +8.3% | +2.9% | +5.4% | +7.0% |
| 6M | -3.4% | +7.2% | -10.6% | -6.2% |
| YTD | -18.7% | -4.8% | -13.9% | -17.3% |
| 1Y | -23.5% | -5.1% | -18.4% | -22.1% |
| 3Y | -34.2% | +16.7% | -50.8% | -39.1% |
| 5Y | -18.2% | +8.8% | -27.0% | -22.0% |
| 10Y | +370.9% | +116.2% | +254.7% | +241.3% |
| All | +974.0% | +121.8% | +852.2% | +672.0% |
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