+1,410.3%
IBKR vs CPRT
+1,636.0%
-225.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.1% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | -0.3% | +8.2% | -8.6% | -4.3% |
| 3M | +4.7% | +2.3% | +2.4% | +2.1% |
| 6M | +34.0% | -14.7% | +48.8% | +42.0% |
| YTD | +40.8% | -18.2% | +59.0% | +51.7% |
| 1Y | +45.7% | -33.4% | +79.1% | +72.7% |
| 3Y | +288.4% | -28.3% | +316.7% | +337.5% |
| 5Y | +487.2% | -9.8% | +497.0% | +478.3% |
| 10Y | +991.2% | +412.4% | +578.8% | +336.6% |
| All | +1,410.3% | +1,636.0% | -225.7% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling