+142.2%
IEFA vs CPRT
+392.8%
-250.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.4% |
| 7D | -2.4% | -8.4% | +6.0% | +0.3% |
| 30D | -2.1% | +4.6% | -6.7% | -3.8% |
| 3M | +5.5% | -1.9% | +7.5% | +5.3% |
| 6M | +8.1% | -15.3% | +23.4% | +13.1% |
| YTD | +11.9% | -21.5% | +33.4% | +19.5% |
| 1Y | +18.1% | -36.6% | +54.7% | +35.6% |
| 3Y | +65.5% | -31.2% | +96.6% | +80.8% |
| 5Y | +50.1% | -14.1% | +64.2% | +47.4% |
| All | +142.2% | +392.8% | -250.6% | +42.3% |
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 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