-33.4%
CPRT vs KWEB
-2.3%
-31.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | -11.2% | -5.6% | -5.6% | -10.7% |
| 30D | +3.3% | -10.7% | +14.0% | +4.4% |
| 3M | -3.6% | -7.4% | +3.8% | -2.9% |
| 6M | -15.8% | -19.3% | +3.6% | -14.2% |
| YTD | -23.5% | -27.8% | +4.3% | -21.3% |
| 1Y | -38.8% | -35.9% | -2.8% | -36.3% |
| 3Y | -33.4% | -1.9% | -31.5% | -34.8% |
| All | -33.4% | -2.3% | -31.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling