+415.3%
CPRT vs IWD
+195.2%
+220.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.6% |
| 30D | +9.9% | -0.8% | +10.7% | +10.8% |
| 3M | +5.6% | +8.0% | -2.4% | -1.9% |
| 6M | -13.6% | +18.2% | -31.8% | -26.6% |
| YTD | -16.7% | +22.3% | -39.1% | -31.5% |
| 1Y | -33.1% | +28.9% | -62.0% | -47.8% |
| 3Y | -27.1% | +71.5% | -98.6% | -57.1% |
| 5Y | -9.9% | +73.6% | -83.5% | -47.1% |
| 10Y | +415.3% | +194.7% | +220.6% | +77.6% |
| All | +415.3% | +195.2% | +220.1% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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