+735.8%
IVV vs CPRT
+4,451.9%
-3,716.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -4.8% | +9.9% | -14.7% | -7.4% |
| 30D | -5.9% | +21.1% | -27.0% | -11.2% |
| 3M | -4.5% | +12.3% | -16.9% | -8.4% |
| 6M | +1.8% | -2.0% | +3.9% | +1.0% |
| YTD | +8.4% | -17.0% | +25.4% | +12.4% |
| 1Y | +9.4% | -22.5% | +31.9% | +15.7% |
| 3Y | +75.3% | -29.3% | +104.5% | +88.4% |
| 5Y | +67.8% | -15.6% | +83.4% | +69.7% |
| 10Y | +314.2% | +411.6% | -97.4% | +157.7% |
| All | +735.8% | +4,451.9% | -3,716.1% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling