+166.9%
IWM vs CPRT
+411.2%
-244.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +1.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | -2.3% | +9.9% | -12.2% | -7.0% |
| 3M | +4.0% | +5.6% | -1.7% | -0.1% |
| 6M | +17.9% | -13.6% | +31.6% | +24.7% |
| YTD | +20.2% | -16.7% | +36.9% | +28.8% |
| 1Y | +25.0% | -33.1% | +58.1% | +49.2% |
| 3Y | +66.0% | -27.1% | +93.0% | +85.7% |
| 5Y | +40.0% | -9.9% | +49.9% | +36.6% |
| 10Y | +166.9% | +415.3% | -248.5% | +18.0% |
| All | +166.9% | +411.2% | -244.3% | +18.0% |
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 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