+1,234.5%
CPRT vs AWK
+969.7%
+264.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.6% |
| 30D | +16.6% | +5.6% | +11.1% | +14.3% |
| 3M | +9.6% | +15.9% | -6.3% | +3.9% |
| 6M | -11.1% | +4.6% | -15.7% | -12.8% |
| YTD | -13.9% | +10.1% | -23.9% | -17.3% |
| 1Y | -32.5% | +2.1% | -34.6% | -33.6% |
| 3Y | -25.0% | +9.8% | -34.9% | -29.9% |
| 5Y | -7.4% | -15.4% | +8.0% | -5.1% |
| 10Y | +422.0% | +129.4% | +292.6% | +260.9% |
| All | +1,234.5% | +969.7% | +264.8% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling