+64.2%
IWM vs CPRT
-30.7%
+94.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -2.0% | +6.0% | -8.1% | -3.6% |
| 30D | -1.5% | +20.0% | -21.5% | -6.4% |
| 3M | -8.0% | +10.1% | -18.1% | -11.1% |
| 6M | -4.1% | -4.3% | +0.2% | -3.3% |
| YTD | +11.9% | -18.4% | +30.3% | +19.4% |
| 1Y | +15.0% | -20.1% | +35.1% | +23.6% |
| 3Y | +64.2% | -30.4% | +94.6% | +83.9% |
| All | +64.2% | -30.7% | +94.9% | +83.9% |
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 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