+39.1%
IWM vs CPRT
-7.1%
+46.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | +2.2% | -2.1% | -0.9% |
| 30D | -1.3% | +16.6% | -17.9% | -8.0% |
| 3M | +1.6% | +9.6% | -8.0% | -3.4% |
| 6M | +13.6% | -11.1% | +24.7% | +19.0% |
| YTD | +20.8% | -13.9% | +34.6% | +27.9% |
| 1Y | +26.4% | -32.5% | +58.9% | +51.5% |
| 3Y | +60.7% | -25.0% | +85.7% | +76.8% |
| All | +39.1% | -7.1% | +46.3% | +26.1% |
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