-27.1%
CPRT vs IVZ
+140.4%
-167.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.9% |
| 7D | +0.4% | +1.1% | -0.7% | +0.2% |
| 30D | +9.9% | +3.1% | +6.8% | +9.2% |
| 3M | +5.6% | +18.2% | -12.5% | +1.7% |
| 6M | -13.6% | +38.6% | -52.2% | -20.1% |
| YTD | -16.7% | +25.9% | -42.6% | -21.4% |
| 1Y | -33.1% | +51.7% | -84.8% | -39.6% |
| 3Y | -27.1% | +138.7% | -165.7% | -43.3% |
| All | -27.1% | +140.4% | -167.4% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling