+51.1%
IEFA vs CPRT
-8.8%
+59.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.6% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -1.1% | +8.2% | -9.4% | -3.5% |
| 3M | +5.1% | +2.3% | +2.8% | +3.7% |
| 6M | +9.3% | -14.7% | +24.1% | +14.1% |
| YTD | +13.0% | -18.2% | +31.1% | +19.0% |
| 1Y | +19.2% | -33.4% | +52.5% | +34.6% |
| 3Y | +67.0% | -28.3% | +95.3% | +78.1% |
| 5Y | +51.1% | -9.8% | +60.9% | +38.5% |
| All | +51.1% | -8.8% | +59.9% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling