-9.6%
CPRT vs IOT
+61.4%
-71.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | +2.2% | -2.3% | +4.5% | +2.6% |
| 30D | +16.6% | +3.8% | +12.8% | +15.7% |
| 3M | +9.6% | +14.2% | -4.6% | +6.7% |
| 6M | -11.1% | +40.1% | -51.2% | -17.2% |
| YTD | -13.9% | +13.4% | -27.3% | -17.2% |
| 1Y | -32.5% | +12.2% | -44.7% | -35.6% |
| 3Y | -25.0% | +30.0% | -55.0% | -33.2% |
| All | -9.6% | +61.4% | -71.1% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling