+10.6%
IBKR vs CPRT
-24.7%
+35.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.4% |
| 7D | -6.8% | +12.6% | -19.4% | -7.3% |
| 30D | -12.5% | +18.0% | -30.5% | -13.3% |
| 3M | -12.0% | +11.0% | -23.0% | -12.2% |
| 6M | -4.5% | -2.0% | -2.5% | -2.0% |
| YTD | +21.5% | -16.7% | +38.1% | +30.1% |
| 1Y | +10.6% | -23.9% | +34.5% | +17.2% |
| All | +10.6% | -24.7% | +35.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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