-30.4%
CPRT vs IWD
+78.7%
-109.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | +6.0% | -0.5% | +6.5% | +6.5% |
| 30D | +20.0% | +2.7% | +17.4% | +17.6% |
| 3M | +10.1% | +0.9% | +9.2% | +9.4% |
| 6M | -4.3% | +10.5% | -14.9% | -11.8% |
| YTD | -18.4% | +23.7% | -42.1% | -31.6% |
| 1Y | -20.1% | +28.7% | -48.8% | -35.3% |
| 3Y | -30.4% | +79.7% | -110.1% | -58.3% |
| All | -30.4% | +78.7% | -109.1% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling