+427.4%
CPRT vs CDW
+285.0%
+142.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +2.2% | +3.2% | -1.0% | +0.9% |
| 30D | +16.6% | +9.3% | +7.4% | +11.9% |
| 3M | +9.6% | +9.8% | -0.2% | +3.9% |
| 6M | -11.1% | +23.3% | -34.5% | -22.3% |
| YTD | -13.9% | +13.7% | -27.5% | -21.9% |
| 1Y | -32.5% | -6.5% | -26.0% | -33.5% |
| 3Y | -25.0% | -25.2% | +0.2% | -20.6% |
| 5Y | -7.4% | -19.5% | +12.1% | -7.6% |
| All | +427.4% | +285.0% | +142.4% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling