+738.6%
IVV vs CPRT
+4,377.7%
-3,639.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.8% |
| 7D | -2.7% | +6.0% | -8.7% | -4.4% |
| 30D | -5.4% | +20.0% | -25.4% | -10.4% |
| 3M | -4.1% | +10.1% | -14.2% | -7.4% |
| 6M | +0.7% | -4.3% | +5.0% | +0.6% |
| YTD | +8.7% | -18.4% | +27.1% | +13.3% |
| 1Y | +11.0% | -20.1% | +31.1% | +16.2% |
| 3Y | +75.4% | -30.4% | +105.8% | +89.5% |
| 5Y | +68.3% | -17.0% | +85.3% | +71.0% |
| 10Y | +315.5% | +403.2% | -87.7% | +159.8% |
| All | +738.6% | +4,377.7% | -3,639.0% | +219.6% |
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