+80.3%
IVV vs CPRT
-30.7%
+111.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | -3.3% | +18.8% | -22.1% | -6.3% |
| 3M | -2.4% | +9.4% | -11.8% | -4.3% |
| 6M | +2.6% | -4.4% | +7.0% | +3.8% |
| YTD | +11.3% | -17.1% | +28.4% | +16.9% |
| 1Y | +13.4% | -19.9% | +33.3% | +20.3% |
| 3Y | +80.3% | -30.5% | +110.8% | +99.0% |
| All | +80.3% | -30.7% | +111.0% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling