-33.4%
CPRT vs AWK
+3.3%
-36.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +8.2% | +4.3% | +4.0% | +7.3% |
| 3M | +2.3% | +12.5% | -10.2% | +0.6% |
| 6M | -14.7% | +3.3% | -18.0% | -15.9% |
| YTD | -18.2% | +9.8% | -27.9% | -18.9% |
| 1Y | -33.4% | +2.9% | -36.3% | -33.3% |
| All | -33.4% | +3.3% | -36.7% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling