+503.6%
IBKR vs CPRT
-17.3%
+520.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +3.2% |
| 7D | -1.3% | -11.2% | +9.8% | +3.3% |
| 30D | -0.2% | +3.3% | -3.5% | -1.9% |
| 3M | +3.0% | -3.6% | +6.5% | +3.3% |
| 6M | +33.9% | -15.8% | +49.6% | +42.4% |
| YTD | +42.5% | -23.5% | +66.0% | +58.0% |
| 1Y | +44.9% | -38.8% | +83.6% | +78.1% |
| 3Y | +293.0% | -33.4% | +326.4% | +358.1% |
| All | +503.6% | -17.3% | +520.9% | +492.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling