-2.0%
CPRT vs IP
+12.9%
-14.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.6% |
| 7D | +12.6% | +3.4% | +9.2% | +11.8% |
| 30D | +18.0% | +11.2% | +6.7% | +15.1% |
| 3M | +11.0% | -14.8% | +25.7% | +14.0% |
| 6M | -2.0% | +17.3% | -19.3% | -4.4% |
| All | -2.0% | +12.9% | -14.9% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling