-33.1%
CPRT vs HWM
+30.1%
-63.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.7% | +7.4% | -3.4% |
| 7D | +0.4% | -9.2% | +9.6% | +0.4% |
| 30D | +9.9% | -17.9% | +27.8% | +9.3% |
| 3M | +5.6% | -6.0% | +11.7% | +4.8% |
| 6M | -13.6% | -7.4% | -6.3% | -14.4% |
| YTD | -16.7% | +13.1% | -29.8% | -16.9% |
| 1Y | -33.1% | +29.3% | -62.4% | -33.2% |
| All | -33.1% | +30.1% | -63.3% | -33.2% |
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 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