+363.9%
CPRT vs HWM
+1,503.5%
-1,139.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.5% | +11.1% | -12.6% | -4.2% |
| 30D | +21.4% | +3.0% | +18.4% | +19.8% |
| 3M | +10.4% | -20.7% | +31.1% | +16.4% |
| 6M | -4.3% | -17.2% | +12.9% | -0.8% |
| YTD | -18.3% | +9.1% | -27.3% | -22.3% |
| 1Y | -22.5% | +9.0% | -31.5% | -26.4% |
| 3Y | -34.3% | +353.8% | -388.2% | -60.5% |
| 5Y | -17.8% | +608.0% | -625.8% | -56.9% |
| All | +363.9% | +1,503.5% | -1,139.6% | +82.1% |
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