-23.9%
CPRT vs IVZ
+30.5%
-54.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.2% | +0.8% | +4.5% |
| 7D | +12.6% | +2.6% | +10.0% | +12.2% |
| 30D | +18.0% | -3.5% | +21.5% | +18.3% |
| 3M | +11.0% | -7.4% | +18.3% | +11.7% |
| 6M | -2.0% | +14.7% | -16.7% | -5.0% |
| YTD | -16.7% | +14.6% | -31.3% | -18.4% |
| 1Y | -23.9% | +30.7% | -54.6% | -23.8% |
| All | -23.9% | +30.5% | -54.4% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling