+161.6%
IWM vs CPRT
+398.2%
-236.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | -2.0% | +6.0% | -8.1% | -4.8% |
| 30D | -1.5% | +20.0% | -21.5% | -9.8% |
| 3M | -8.0% | +10.1% | -18.1% | -13.2% |
| 6M | -4.1% | -4.3% | +0.2% | -4.2% |
| YTD | +11.9% | -18.4% | +30.3% | +20.2% |
| 1Y | +15.0% | -20.1% | +35.1% | +24.6% |
| 3Y | +64.2% | -30.4% | +94.6% | +86.9% |
| 5Y | +20.4% | -17.0% | +37.4% | +21.8% |
| All | +161.6% | +398.2% | -236.7% | +23.2% |
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