+151.9%
IWM vs CPRT
+384.2%
-232.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.3% | -1.4% | +1.1% | +0.3% |
| 30D | +1.9% | +21.5% | -19.6% | -7.2% |
| 3M | -5.7% | +9.4% | -15.1% | -10.7% |
| 6M | -0.3% | -3.3% | +3.0% | -0.8% |
| YTD | +15.8% | -17.8% | +33.6% | +24.0% |
| 1Y | +17.1% | -22.2% | +39.3% | +28.7% |
| 3Y | +73.1% | -34.0% | +107.1% | +102.8% |
| 5Y | +25.9% | -15.4% | +41.3% | +26.2% |
| 10Y | +151.9% | +376.0% | -224.1% | +21.9% |
| All | +151.9% | +384.2% | -232.3% | +21.9% |
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