+4,591.5%
CPRT vs IWF
+727.1%
+3,864.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +0.5% | +1.7% | +1.8% |
| 30D | +16.6% | -0.4% | +17.0% | +16.9% |
| 3M | +9.6% | -2.6% | +12.2% | +10.6% |
| 6M | -11.1% | +9.1% | -20.3% | -18.1% |
| YTD | -13.9% | +4.5% | -18.4% | -18.0% |
| 1Y | -32.5% | +10.1% | -42.6% | -38.6% |
| 3Y | -25.0% | +77.6% | -102.7% | -54.3% |
| 5Y | -7.4% | +73.7% | -81.1% | -42.4% |
| 10Y | +422.0% | +411.5% | +10.4% | +43.5% |
| All | +4,591.5% | +727.1% | +3,864.4% | +811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling