+402.2%
CPRT vs HWM
+1,323.5%
-921.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.7% | +7.4% | -0.5% |
| 7D | +0.4% | -9.2% | +9.6% | +2.9% |
| 30D | +9.9% | -17.9% | +27.8% | +15.5% |
| 3M | +5.6% | -6.0% | +11.7% | +6.5% |
| 6M | -13.6% | -7.4% | -6.3% | -13.0% |
| YTD | -16.7% | +13.1% | -29.8% | -21.1% |
| 1Y | -33.1% | +29.3% | -62.4% | -39.3% |
| 3Y | -27.1% | +389.9% | -417.0% | -56.7% |
| 5Y | -9.9% | +655.5% | -665.4% | -53.2% |
| All | +402.2% | +1,323.5% | -921.3% | +99.2% |
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