-30.8%
CPRT vs CDW
-8.4%
-22.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +2.2% | +3.2% | -1.0% | +1.9% |
| 30D | +16.6% | +9.3% | +7.4% | +15.5% |
| 3M | +9.6% | +9.8% | -0.2% | +8.2% |
| 6M | -11.1% | +23.3% | -34.5% | -14.8% |
| YTD | -13.9% | +13.7% | -27.5% | -16.2% |
| All | -30.8% | -8.4% | -22.4% | -32.2% |
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