-38.8%
CPRT vs ITW
+4.8%
-43.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | -11.2% | -0.7% | -10.5% | -11.0% |
| 30D | +3.3% | -8.3% | +11.6% | +6.2% |
| 3M | -3.6% | +6.0% | -9.6% | -4.7% |
| 6M | -15.8% | 0.0% | -15.7% | -15.5% |
| YTD | -23.5% | +10.2% | -33.7% | -25.6% |
| 1Y | -38.8% | +3.2% | -42.0% | -40.9% |
| All | -38.8% | +4.8% | -43.6% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling