+1,184.2%
CPRT vs AWK
+1,034.4%
+149.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +18.8% | +15.8% | +3.0% | +12.7% |
| 3M | +9.4% | +11.0% | -1.6% | +5.4% |
| 6M | -4.4% | +21.0% | -25.4% | -10.7% |
| YTD | -17.1% | +16.7% | -33.8% | -22.0% |
| 1Y | -19.9% | +17.2% | -37.1% | -24.8% |
| 3Y | -30.5% | +29.2% | -59.7% | -38.9% |
| 5Y | -15.9% | -2.3% | -13.6% | -18.2% |
| 10Y | +386.7% | +150.5% | +236.1% | +226.3% |
| All | +1,184.2% | +1,034.4% | +149.7% | +369.1% |
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 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