+22,034.1%
CPRT vs IP
+240.1%
+21,794.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.2% |
| 7D | +2.2% | -5.3% | +7.5% | +3.7% |
| 30D | +16.6% | -10.9% | +27.5% | +20.1% |
| 3M | +9.6% | +11.2% | -1.6% | +5.9% |
| 6M | -11.1% | -10.2% | -0.9% | -9.7% |
| YTD | -13.9% | -2.0% | -11.9% | -14.8% |
| 1Y | -32.5% | -19.1% | -13.4% | -30.2% |
| 3Y | -25.0% | +20.9% | -45.9% | -32.6% |
| 5Y | -7.4% | -17.8% | +10.4% | -8.4% |
| 10Y | +422.0% | +23.5% | +398.5% | +343.7% |
| All | +22,034.1% | +240.1% | +21,794.0% | +12,544.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling