-25.4%
CPRT vs CDW
-25.3%
-0.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | +3.2% | -1.0% | +1.6% |
| 30D | +16.6% | +9.3% | +7.4% | +14.6% |
| 3M | +9.6% | +9.8% | -0.2% | +7.1% |
| 6M | -11.1% | +23.3% | -34.5% | -16.6% |
| YTD | -13.9% | +13.7% | -27.5% | -17.3% |
| 1Y | -32.5% | -6.5% | -26.0% | -32.0% |
| All | -25.4% | -25.3% | -0.1% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling