+392.8%
CPRT vs HWM
+1,473.3%
-1,080.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.3% |
| 7D | +6.0% | +3.4% | +2.7% | +4.9% |
| 30D | +20.0% | -7.5% | +27.6% | +21.9% |
| 3M | +10.1% | -28.9% | +39.0% | +19.5% |
| 6M | -4.3% | -19.6% | +15.3% | -0.1% |
| YTD | -18.4% | +0.6% | -19.0% | -20.7% |
| 1Y | -20.1% | +0.3% | -20.4% | -22.4% |
| 3Y | -30.4% | +326.1% | -356.5% | -57.4% |
| 5Y | -17.0% | +525.2% | -542.2% | -55.0% |
| All | +392.8% | +1,473.3% | -1,080.5% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling