-29.3%
CPRT vs IP
+12.9%
-42.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.5% | +0.2% |
| 7D | +9.9% | -5.0% | +14.9% | +10.9% |
| 30D | +21.1% | +6.5% | +14.6% | +19.9% |
| 3M | +12.3% | -18.0% | +30.4% | +15.6% |
| 6M | -2.0% | +10.3% | -12.3% | -3.6% |
| YTD | -17.0% | -9.9% | -7.2% | -16.2% |
| 1Y | -22.5% | -1.1% | -21.5% | -22.7% |
| All | -29.3% | +12.9% | -42.2% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling