-18.7%
CPRT vs IWD
+72.9%
-91.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.7% |
| 7D | -0.4% | +2.3% | -2.7% | -2.6% |
| 30D | +21.2% | +3.6% | +17.6% | +17.1% |
| 3M | +8.3% | +2.2% | +6.1% | +6.0% |
| 6M | -3.4% | +13.0% | -16.3% | -14.5% |
| YTD | -18.7% | +26.5% | -45.2% | -36.0% |
| 1Y | -23.5% | +30.1% | -53.7% | -41.6% |
| 3Y | -34.2% | +84.9% | -119.0% | -66.0% |
| All | -18.7% | +72.9% | -91.6% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling