+315.1%
IVV vs CPRT
+423.6%
-108.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +0.1% | +2.2% | -2.1% | -0.8% |
| 30D | +0.1% | +16.6% | -16.6% | -6.3% |
| 3M | +2.0% | +9.6% | -7.6% | -2.8% |
| 6M | +13.0% | -11.1% | +24.2% | +17.3% |
| YTD | +13.6% | -13.9% | +27.5% | +18.9% |
| 1Y | +20.1% | -32.5% | +52.6% | +39.4% |
| 3Y | +77.6% | -25.0% | +102.6% | +92.6% |
| 5Y | +82.5% | -7.4% | +89.9% | +75.1% |
| All | +315.1% | +423.6% | -108.5% | +114.0% |
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 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