+49.9%
IEMG vs CPRT
-8.8%
+58.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +4.6% | +8.2% | -3.6% | +2.6% |
| 3M | +4.8% | +2.3% | +2.5% | +3.8% |
| 6M | +16.8% | -14.7% | +31.6% | +21.3% |
| YTD | +24.8% | -18.2% | +43.0% | +30.6% |
| 1Y | +34.3% | -33.4% | +67.7% | +49.2% |
| 3Y | +87.0% | -28.3% | +115.3% | +97.4% |
| 5Y | +49.9% | -9.8% | +59.8% | +38.0% |
| All | +49.9% | -8.8% | +58.7% | +38.0% |
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