+22,034.1%
CPRT vs ITW
+4,466.9%
+17,567.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +2.2% | -3.6% | +5.8% | +3.8% |
| 30D | +16.6% | -9.1% | +25.8% | +21.4% |
| 3M | +9.6% | +8.2% | +1.4% | +5.9% |
| 6M | -11.1% | -4.8% | -6.4% | -9.5% |
| YTD | -13.9% | +11.0% | -24.9% | -18.1% |
| 1Y | -32.5% | +4.2% | -36.8% | -34.2% |
| 3Y | -25.0% | +17.3% | -42.3% | -30.8% |
| 5Y | -7.4% | +33.0% | -40.4% | -19.1% |
| 10Y | +422.0% | +182.3% | +239.7% | +235.2% |
| All | +22,034.1% | +4,466.9% | +17,567.2% | +6,411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling