-9.8%
CPRT vs GWW
+221.1%
-230.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | +8.2% | -1.4% | +9.7% | +8.9% |
| 3M | +2.3% | -3.6% | +5.9% | +3.7% |
| 6M | -14.7% | +15.1% | -29.9% | -20.7% |
| YTD | -18.2% | +27.5% | -45.7% | -27.6% |
| 1Y | -33.4% | +29.6% | -63.0% | -41.6% |
| 3Y | -28.3% | +90.1% | -118.4% | -48.8% |
| 5Y | -9.8% | +222.6% | -232.4% | -53.7% |
| All | -9.8% | +221.1% | -230.9% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling