+387.6%
CPRT vs ITW
+191.6%
+196.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.3% |
| 7D | -8.4% | -2.4% | -6.1% | -7.1% |
| 30D | +4.6% | -9.5% | +14.1% | +10.9% |
| 3M | -1.9% | +6.6% | -8.6% | -5.8% |
| 6M | -15.3% | -1.8% | -13.6% | -14.9% |
| YTD | -21.5% | +9.0% | -30.5% | -26.2% |
| 1Y | -36.6% | +3.6% | -40.2% | -38.7% |
| 3Y | -31.2% | +19.4% | -50.6% | -39.8% |
| 5Y | -14.1% | +36.4% | -50.5% | -31.7% |
| All | +387.6% | +191.6% | +196.0% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling