-23.9%
CPRT vs CDW
+13.2%
-37.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +12.7% | -7.7% | +3.5% |
| 7D | +12.6% | +3.7% | +8.9% | +11.9% |
| 30D | +18.0% | +26.0% | -8.0% | +14.9% |
| 3M | +11.0% | +10.1% | +0.9% | +9.4% |
| 6M | -2.0% | +26.1% | -28.1% | -5.0% |
| YTD | -16.7% | +25.9% | -42.5% | -20.1% |
| 1Y | -23.9% | +21.5% | -45.4% | -26.8% |
| All | -23.9% | +13.2% | -37.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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