+763.2%
IWM vs CPRT
+4,377.7%
-3,614.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.3% | +4.0% | -3.7% | -1.1% |
| 30D | +0.6% | +18.2% | -17.6% | -5.6% |
| 3M | -6.2% | +9.2% | -15.4% | -10.0% |
| 6M | -0.8% | -4.8% | +4.1% | -0.7% |
| YTD | +14.8% | -17.5% | +32.3% | +20.5% |
| 1Y | +16.1% | -22.0% | +38.1% | +24.4% |
| 3Y | +71.5% | -33.7% | +105.2% | +93.2% |
| 5Y | +25.8% | -15.0% | +40.7% | +28.1% |
| 10Y | +155.4% | +385.2% | -229.8% | +42.6% |
| All | +763.2% | +4,377.7% | -3,614.5% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling