+82.2%
IVV vs CPRT
-9.0%
+91.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.6% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | -1.0% | +9.9% | -10.9% | -4.6% |
| 3M | +3.9% | +5.6% | -1.8% | +0.8% |
| 6M | +14.5% | -13.6% | +28.1% | +20.3% |
| YTD | +12.9% | -16.7% | +29.6% | +20.0% |
| 1Y | +19.4% | -33.1% | +52.5% | +39.4% |
| 3Y | +78.8% | -27.1% | +105.9% | +94.3% |
| 5Y | +82.2% | -9.9% | +92.1% | +67.2% |
| All | +82.2% | -9.0% | +91.2% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling