-27.1%
CPRT vs IWF
+79.6%
-106.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +0.4% | +1.5% | -1.1% | -0.2% |
| 30D | +9.9% | -1.3% | +11.2% | +10.5% |
| 3M | +5.6% | +0.1% | +5.5% | +5.2% |
| 6M | -13.6% | +10.3% | -23.9% | -18.3% |
| YTD | -16.7% | +4.2% | -20.9% | -18.9% |
| 1Y | -33.1% | +9.3% | -42.4% | -36.8% |
| 3Y | -27.1% | +79.3% | -106.4% | -55.5% |
| All | -27.1% | +79.6% | -106.7% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling