+14,433.3%
CPRT vs IVZ
+954.3%
+13,479.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.4% | -2.8% | +1.4% | -0.8% |
| 30D | +21.5% | -2.2% | +23.6% | +21.9% |
| 3M | +9.4% | -8.1% | +17.5% | +11.4% |
| 6M | -3.3% | +3.8% | -7.1% | -5.1% |
| YTD | -17.8% | +11.5% | -29.3% | -21.2% |
| 1Y | -22.2% | +23.7% | -45.9% | -27.5% |
| 3Y | -34.0% | +145.8% | -179.8% | -49.7% |
| 5Y | -15.4% | +36.1% | -51.6% | -26.3% |
| 10Y | +376.0% | +42.4% | +333.5% | +277.5% |
| All | +14,433.3% | +954.3% | +13,479.0% | +6,513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling