+307.4%
IVV vs CPRT
+382.0%
-74.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.6% | +4.0% | -4.6% | -2.1% |
| 30D | -3.7% | +18.2% | -21.9% | -10.0% |
| 3M | -2.7% | +9.2% | -11.9% | -7.1% |
| 6M | +2.2% | -4.8% | +7.1% | +2.4% |
| YTD | +10.9% | -17.5% | +28.4% | +17.3% |
| 1Y | +11.3% | -22.0% | +33.3% | +20.6% |
| 3Y | +76.9% | -33.7% | +110.6% | +101.5% |
| 5Y | +73.5% | -15.0% | +88.5% | +71.8% |
| 10Y | +307.4% | +385.2% | -77.8% | +125.1% |
| All | +307.4% | +382.0% | -74.6% | +125.1% |
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