-28.8%
CPRT vs IOT
+24.7%
-53.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.3% |
| 7D | -0.4% | +5.1% | -5.5% | -1.1% |
| 30D | +8.2% | -3.0% | +11.3% | +8.5% |
| 3M | +2.3% | +15.0% | -12.7% | 0.0% |
| 6M | -14.7% | +13.1% | -27.9% | -17.0% |
| YTD | -18.2% | +9.0% | -27.2% | -20.4% |
| 1Y | -33.4% | +0.1% | -33.5% | -34.7% |
| All | -28.8% | +24.7% | -53.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling