-36.6%
CPRT vs IVZ
+48.1%
-84.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -8.4% | -2.4% | -6.0% | -8.1% |
| 30D | +4.6% | +2.5% | +2.1% | +4.3% |
| 3M | -1.9% | +17.1% | -19.0% | -4.1% |
| 6M | -15.3% | +35.1% | -50.5% | -19.8% |
| YTD | -21.5% | +24.3% | -45.8% | -23.8% |
| 1Y | -36.6% | +48.7% | -85.3% | -38.2% |
| All | -36.6% | +48.1% | -84.8% | -38.2% |
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