-10.5%
CPRT vs IQV
-2.1%
-8.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -0.4% | -2.6% | +2.2% | +0.5% |
| 30D | +8.2% | +6.2% | +2.1% | +6.1% |
| 3M | +2.3% | +38.0% | -35.7% | -8.7% |
| 6M | -14.7% | +43.9% | -58.7% | -25.4% |
| YTD | -18.2% | +14.0% | -32.2% | -23.0% |
| 1Y | -33.4% | +35.5% | -68.9% | -41.5% |
| 3Y | -28.3% | +20.3% | -48.7% | -36.4% |
| All | -10.5% | -2.1% | -8.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling