+419.5%
CPRT vs HWM
+1,494.1%
-1,074.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.7% |
| 30D | +16.6% | -11.0% | +27.6% | +20.0% |
| 3M | +9.6% | +4.0% | +5.6% | +7.6% |
| 6M | -11.1% | -0.2% | -10.9% | -12.1% |
| YTD | -13.9% | +26.7% | -40.5% | -20.8% |
| 1Y | -32.5% | +44.7% | -77.2% | -40.5% |
| 3Y | -25.0% | +426.1% | -451.1% | -56.2% |
| 5Y | -7.4% | +738.5% | -745.9% | -53.2% |
| All | +419.5% | +1,494.1% | -1,074.6% | +100.1% |
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 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