+145.6%
IEMG vs CPRT
+868.8%
-723.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +4.6% | +9.9% | -5.3% | +1.3% |
| 3M | +5.5% | +5.6% | -0.1% | +2.7% |
| 6M | +19.7% | -13.6% | +33.3% | +24.3% |
| YTD | +25.5% | -16.7% | +42.2% | +31.4% |
| 1Y | +35.5% | -33.1% | +68.6% | +52.7% |
| 3Y | +88.0% | -27.1% | +115.0% | +100.9% |
| 5Y | +50.6% | -9.9% | +60.5% | +45.1% |
| 10Y | +138.4% | +415.3% | -277.0% | +16.3% |
| All | +145.6% | +868.8% | -723.2% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling