+65.2%
IEFA vs CPRT
-28.6%
+93.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -1.1% | +8.2% | -9.4% | -2.5% |
| 3M | +5.1% | +2.3% | +2.8% | +4.4% |
| 6M | +9.3% | -14.7% | +24.1% | +12.8% |
| YTD | +13.0% | -18.2% | +31.1% | +17.3% |
| 1Y | +19.2% | -33.4% | +52.5% | +30.2% |
| All | +65.2% | -28.6% | +93.8% | +71.4% |
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