-32.5%
CPRT vs HWM
+48.6%
-81.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +2.2% | -2.1% | +4.3% | +2.1% |
| 30D | +16.6% | -11.0% | +27.6% | +15.9% |
| 3M | +9.6% | +4.0% | +5.6% | +8.8% |
| 6M | -11.1% | -0.2% | -10.9% | -12.1% |
| YTD | -13.9% | +26.7% | -40.5% | -14.1% |
| 1Y | -32.5% | +44.7% | -77.2% | -33.3% |
| All | -32.5% | +48.6% | -81.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling