+374.9%
CPRT vs IQV
+242.6%
+132.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.3% |
| 7D | -11.2% | -2.2% | -8.9% | -10.4% |
| 30D | +3.3% | +8.3% | -5.0% | -0.1% |
| 3M | -3.6% | +44.6% | -48.2% | -17.8% |
| 6M | -15.8% | +52.6% | -68.3% | -30.4% |
| YTD | -23.5% | +16.1% | -39.6% | -29.7% |
| 1Y | -38.8% | +37.3% | -76.0% | -48.1% |
| 3Y | -33.4% | +21.6% | -55.0% | -43.2% |
| 5Y | -16.4% | +0.5% | -16.8% | -22.8% |
| All | +374.9% | +242.6% | +132.3% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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