-27.1%
CPRT vs AWK
+9.6%
-36.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +0.4% | +2.2% | -1.8% | +0.1% |
| 30D | +9.9% | +4.4% | +5.5% | +9.3% |
| 3M | +5.6% | +15.4% | -9.7% | +4.1% |
| 6M | -13.6% | +3.5% | -17.1% | -14.2% |
| YTD | -16.7% | +9.8% | -26.5% | -17.6% |
| 1Y | -33.1% | +3.0% | -36.1% | -33.4% |
| 3Y | -27.1% | +9.7% | -36.7% | -28.7% |
| All | -27.1% | +9.6% | -36.6% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling