-27.1%
CPRT vs GWW
+91.5%
-118.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.7% | -2.2% |
| 7D | +0.4% | -1.5% | +1.9% | +1.1% |
| 30D | +9.9% | +1.1% | +8.8% | +9.3% |
| 3M | +5.6% | -1.0% | +6.6% | +5.7% |
| 6M | -13.6% | +16.3% | -29.9% | -19.7% |
| YTD | -16.7% | +28.5% | -45.2% | -25.9% |
| 1Y | -33.1% | +30.3% | -63.4% | -41.0% |
| 3Y | -27.1% | +91.6% | -118.7% | -49.3% |
| All | -27.1% | +91.5% | -118.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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