+741.9%
IWM vs CPRT
+4,329.2%
-3,587.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | -2.0% | +6.0% | -8.1% | -4.2% |
| 30D | -1.5% | +20.0% | -21.5% | -8.0% |
| 3M | -8.0% | +10.1% | -18.1% | -12.0% |
| 6M | -4.1% | -4.3% | +0.2% | -4.2% |
| YTD | +11.9% | -18.4% | +30.3% | +18.0% |
| 1Y | +15.0% | -20.1% | +35.1% | +22.0% |
| 3Y | +64.2% | -30.4% | +94.6% | +81.5% |
| 5Y | +20.4% | -17.0% | +37.4% | +23.6% |
| 10Y | +168.0% | +403.2% | -235.3% | +47.9% |
| All | +741.9% | +4,329.2% | -3,587.3% | +155.6% |
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 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