+735.3%
CPRT vs CDW
+1,039.4%
-304.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.2% |
| 7D | -1.4% | +2.6% | -3.9% | -2.5% |
| 30D | +21.5% | +20.4% | +1.1% | +12.6% |
| 3M | +9.4% | +28.5% | -19.0% | -1.9% |
| 6M | -3.3% | +70.6% | -73.9% | -24.2% |
| YTD | -17.8% | +29.1% | -46.9% | -29.2% |
| 1Y | -22.2% | +23.8% | -46.0% | -31.9% |
| 3Y | -34.0% | -14.5% | -19.5% | -34.5% |
| 5Y | -15.4% | -1.6% | -13.9% | -22.6% |
| 10Y | +376.0% | +322.0% | +54.0% | +158.3% |
| All | +735.3% | +1,039.4% | -304.1% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling