+70.2%
IWM vs CPRT
-34.0%
+104.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.8% | -1.5% | +4.2% | +3.2% |
| 30D | +0.6% | +21.3% | -20.7% | -4.7% |
| 3M | -7.8% | +10.4% | -18.1% | -10.9% |
| 6M | -1.0% | -4.3% | +3.4% | 0.0% |
| YTD | +13.9% | -18.3% | +32.2% | +21.6% |
| 1Y | +15.4% | -22.5% | +37.9% | +25.9% |
| All | +70.2% | -34.0% | +104.1% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling