-23.5%
CPRT vs ITW
+20.3%
-43.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.4% | +2.3% | -2.7% | -1.3% |
| 30D | +21.2% | +6.7% | +14.5% | +18.6% |
| 3M | +8.3% | -0.5% | +8.9% | +8.3% |
| 6M | -3.4% | +16.4% | -19.8% | -7.1% |
| YTD | -18.7% | +19.0% | -37.6% | -22.4% |
| 1Y | -23.5% | +20.2% | -43.7% | -28.1% |
| All | -23.5% | +20.3% | -43.9% | -28.1% |
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