+376.0%
CPRT vs IWD
+205.2%
+170.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | -1.4% | -0.6% | -0.8% | -0.9% |
| 30D | +21.5% | +3.6% | +17.9% | +17.5% |
| 3M | +9.4% | +2.7% | +6.8% | +6.7% |
| 6M | -3.3% | +13.2% | -16.5% | -14.2% |
| YTD | -17.8% | +26.8% | -44.6% | -34.7% |
| 1Y | -22.2% | +29.3% | -51.4% | -39.4% |
| 3Y | -34.0% | +85.1% | -119.1% | -64.0% |
| 5Y | -15.4% | +74.2% | -89.7% | -50.7% |
| 10Y | +376.0% | +204.6% | +171.4% | +55.0% |
| All | +376.0% | +205.2% | +170.7% | +55.0% |
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