+392.8%
CPRT vs IP
+26.3%
+366.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | +6.0% | -5.1% | +11.1% | +7.7% |
| 30D | +20.0% | +8.5% | +11.5% | +17.2% |
| 3M | +10.1% | -13.8% | +24.0% | +14.8% |
| 6M | -4.3% | +5.7% | -10.1% | -6.8% |
| YTD | -18.4% | -9.1% | -9.3% | -17.7% |
| 1Y | -20.1% | -0.8% | -19.3% | -21.7% |
| 3Y | -30.4% | +14.8% | -45.2% | -38.8% |
| 5Y | -17.0% | -11.5% | -5.4% | -20.6% |
| All | +392.8% | +26.3% | +366.5% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling