-5.7%
CPRT vs IWD
+73.6%
-79.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.5% |
| 30D | +16.6% | +0.6% | +16.1% | +16.0% |
| 3M | +9.6% | +7.2% | +2.4% | +2.2% |
| 6M | -11.1% | +16.2% | -27.3% | -23.8% |
| YTD | -13.9% | +23.3% | -37.2% | -30.6% |
| 1Y | -32.5% | +29.6% | -62.1% | -48.4% |
| 3Y | -25.0% | +70.5% | -95.5% | -57.9% |
| All | -5.7% | +73.6% | -79.3% | -47.7% |
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