+387.6%
CPRT vs IWF
+418.7%
-31.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.3% |
| 7D | -8.4% | -1.7% | -6.7% | -7.1% |
| 30D | +4.6% | -1.8% | +6.4% | +6.1% |
| 3M | -1.9% | +1.5% | -3.4% | -4.1% |
| 6M | -15.3% | +7.7% | -23.0% | -21.6% |
| YTD | -21.5% | +2.7% | -24.2% | -24.4% |
| 1Y | -36.6% | +6.8% | -43.4% | -41.3% |
| 3Y | -31.2% | +76.9% | -108.1% | -60.6% |
| 5Y | -14.1% | +73.4% | -87.5% | -50.0% |
| All | +387.6% | +418.7% | -31.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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