+376.0%
CPRT vs AWK
+156.2%
+219.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +21.5% | +15.5% | +6.0% | +15.3% |
| 3M | +9.4% | +10.0% | -0.6% | +5.7% |
| 6M | -3.3% | +20.4% | -23.7% | -9.6% |
| YTD | -17.8% | +17.1% | -34.9% | -22.8% |
| 1Y | -22.2% | +18.3% | -40.4% | -27.2% |
| 3Y | -34.0% | +30.4% | -64.4% | -42.5% |
| 5Y | -15.4% | -2.7% | -12.8% | -17.3% |
| 10Y | +376.0% | +154.7% | +221.3% | +268.1% |
| All | +376.0% | +156.2% | +219.8% | +268.1% |
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