+44.7%
IBKR vs CPRT
-31.2%
+75.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.3% | +2.2% | -5.5% | -3.5% |
| 30D | +4.5% | +16.6% | -12.2% | +3.0% |
| 3M | +6.5% | +9.6% | -3.1% | +5.9% |
| 6M | +34.2% | -11.1% | +45.3% | +40.5% |
| YTD | +44.5% | -13.9% | +58.3% | +52.6% |
| 1Y | +44.7% | -32.5% | +77.2% | +62.3% |
| All | +44.7% | -31.2% | +75.9% | +62.3% |
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