+729.6%
CPRT vs CDW
+933.5%
-203.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | +6.0% | +2.1% | +4.0% | +4.9% |
| 30D | +20.0% | +14.7% | +5.3% | +13.3% |
| 3M | +10.1% | +11.1% | -1.0% | +4.3% |
| 6M | -4.3% | +45.6% | -49.9% | -20.3% |
| YTD | -18.4% | +17.1% | -35.5% | -27.0% |
| 1Y | -20.1% | +13.2% | -33.3% | -27.6% |
| 3Y | -30.4% | -22.2% | -8.2% | -28.5% |
| 5Y | -17.0% | -10.1% | -6.9% | -21.3% |
| 10Y | +403.2% | +307.0% | +96.3% | +179.1% |
| All | +729.6% | +933.5% | -203.9% | +309.9% |
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