+363.9%
CPRT vs IWF
+389.3%
-25.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -1.5% | +5.3% | -6.8% | -5.4% |
| 30D | +21.4% | -8.6% | +29.9% | +29.0% |
| 3M | +10.4% | -6.5% | +16.9% | +15.0% |
| 6M | -4.3% | -5.6% | +1.3% | -2.2% |
| YTD | -18.3% | -1.5% | -16.7% | -19.7% |
| 1Y | -22.5% | -2.8% | -19.6% | -23.2% |
| 3Y | -34.3% | +67.1% | -101.5% | -61.1% |
| 5Y | -17.8% | +57.6% | -75.4% | -48.7% |
| All | +363.9% | +389.3% | -25.3% | -0.3% |
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