+17.0%
IEFA vs CPRT
-24.7%
+41.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.0% | -2.5% | +2.3% |
| 7D | +1.9% | +12.6% | -10.8% | +1.6% |
| 30D | +1.4% | +18.0% | -16.6% | +1.0% |
| 3M | -1.4% | +11.0% | -12.4% | -1.5% |
| 6M | +6.3% | -2.0% | +8.3% | +6.7% |
| YTD | +11.9% | -16.7% | +28.6% | +12.6% |
| 1Y | +17.0% | -23.9% | +40.8% | +17.8% |
| All | +17.0% | -24.7% | +41.7% | +17.8% |
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