+387.6%
CPRT vs AWK
+135.6%
+252.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -8.4% | -0.7% | -7.7% | -8.2% |
| 30D | +4.6% | +2.8% | +1.8% | +3.5% |
| 3M | -1.9% | +11.3% | -13.3% | -5.6% |
| 6M | -15.3% | +6.7% | -22.0% | -17.5% |
| YTD | -21.5% | +9.4% | -30.8% | -24.4% |
| 1Y | -36.6% | +3.7% | -40.3% | -37.9% |
| 3Y | -31.2% | +9.2% | -40.4% | -35.7% |
| 5Y | -14.1% | -15.7% | +1.6% | -11.3% |
| All | +387.6% | +135.6% | +252.0% | +266.2% |
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