+306.5%
IVV vs CPRT
+398.2%
-91.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | -2.7% | +6.0% | -8.7% | -5.0% |
| 30D | -5.4% | +20.0% | -25.4% | -12.2% |
| 3M | -4.1% | +10.1% | -14.2% | -8.7% |
| 6M | +0.7% | -4.3% | +5.0% | +0.6% |
| YTD | +8.7% | -18.4% | +27.1% | +15.5% |
| 1Y | +11.0% | -20.1% | +31.1% | +18.8% |
| 3Y | +75.4% | -30.4% | +105.8% | +95.1% |
| 5Y | +68.3% | -17.0% | +85.3% | +68.3% |
| All | +306.5% | +398.2% | -91.7% | +124.2% |
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