-32.5%
CPRT vs IOT
+14.9%
-47.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | 0.0% |
| 7D | +2.2% | -2.3% | +4.5% | +2.4% |
| 30D | +16.6% | +3.8% | +12.8% | +16.0% |
| 3M | +9.6% | +14.2% | -4.6% | +7.7% |
| 6M | -11.1% | +40.1% | -51.2% | -14.5% |
| YTD | -13.9% | +13.4% | -27.3% | -17.1% |
| 1Y | -32.5% | +12.2% | -44.7% | -34.2% |
| All | -32.5% | +14.9% | -47.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling