+363.9%
CPRT vs AWK
+153.6%
+210.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.5% |
| 30D | +21.4% | +14.2% | +7.2% | +15.7% |
| 3M | +10.4% | +10.0% | +0.3% | +6.6% |
| 6M | -4.3% | +17.1% | -21.4% | -9.6% |
| YTD | -18.3% | +16.1% | -34.4% | -22.9% |
| 1Y | -22.5% | +17.5% | -40.0% | -27.3% |
| 3Y | -34.3% | +29.3% | -63.7% | -42.7% |
| 5Y | -17.8% | -3.5% | -14.3% | -19.4% |
| All | +363.9% | +153.6% | +210.3% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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