+990.2%
IBKR vs CPRT
+380.0%
+610.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.3% |
| 7D | -1.3% | -11.2% | +9.8% | +3.8% |
| 30D | -0.2% | +3.3% | -3.5% | -2.1% |
| 3M | +3.0% | -3.6% | +6.5% | +3.2% |
| 6M | +33.9% | -15.8% | +49.6% | +42.4% |
| YTD | +42.5% | -23.5% | +66.0% | +58.1% |
| 1Y | +44.9% | -38.8% | +83.6% | +78.1% |
| 3Y | +293.0% | -33.4% | +326.4% | +357.5% |
| 5Y | +497.7% | -16.4% | +514.0% | +506.0% |
| All | +990.2% | +380.0% | +610.2% | +389.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling