+392.2%
CPRT vs HWM
+1,165.4%
-773.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -2.3% |
| 7D | +6.0% | +3.3% | +2.7% | +4.9% |
| 30D | +20.0% | -7.6% | +27.6% | +21.9% |
| 3M | +10.1% | -28.9% | +39.1% | +19.5% |
| 6M | -4.3% | -19.7% | +15.4% | -0.1% |
| YTD | -18.4% | +0.5% | -18.9% | -20.7% |
| 1Y | -20.1% | +0.3% | -20.3% | -22.4% |
| 3Y | -30.4% | +325.8% | -356.2% | -57.3% |
| 5Y | -17.0% | +524.7% | -541.7% | -54.8% |
| 10Y | +403.2% | +1,491.8% | -1,088.5% | +104.2% |
| All | +392.2% | +1,165.4% | -773.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling