-28.8%
CPRT vs ITW
+18.4%
-47.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -0.4% | -1.9% | +1.5% | +0.5% |
| 30D | +8.2% | -10.4% | +18.6% | +13.9% |
| 3M | +2.3% | +3.5% | -1.2% | +0.6% |
| 6M | -14.7% | -3.4% | -11.4% | -13.5% |
| YTD | -18.2% | +8.5% | -26.7% | -22.1% |
| 1Y | -33.4% | +3.2% | -36.6% | -35.0% |
| All | -28.8% | +18.4% | -47.2% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling