+23.8%
IWM vs CPRT
-18.6%
+42.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +2.3% | +21.2% | -18.9% | -5.8% |
| 3M | -8.3% | +8.3% | -16.6% | -12.3% |
| 6M | -1.3% | -3.4% | +2.0% | -1.4% |
| YTD | +13.5% | -18.7% | +32.2% | +22.7% |
| 1Y | +18.4% | -23.5% | +41.9% | +32.0% |
| 3Y | +69.6% | -34.2% | +103.8% | +99.0% |
| All | +23.8% | -18.6% | +42.4% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling