+70.5%
ICE vs CPRT
-34.3%
+104.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.6% | -0.4% | +4.0% | +3.7% |
| 30D | +15.1% | +21.2% | -6.1% | +9.5% |
| 3M | +15.4% | +8.3% | +7.1% | +12.4% |
| 6M | +16.1% | -3.4% | +19.5% | +16.1% |
| YTD | +11.4% | -18.7% | +30.1% | +16.0% |
| 1Y | +18.5% | -23.5% | +42.0% | +25.0% |
| 3Y | +70.5% | -34.2% | +104.7% | +81.4% |
| All | +70.5% | -34.3% | +104.9% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling