+685.5%
CPRT vs KWEB
+24.8%
+660.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.8% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +9.9% | -11.5% | +21.4% | +12.7% |
| 3M | +5.6% | -2.9% | +8.5% | +6.2% |
| 6M | -13.6% | -14.6% | +1.0% | -11.1% |
| YTD | -16.7% | -25.5% | +8.8% | -11.9% |
| 1Y | -33.1% | -31.1% | -2.0% | -28.3% |
| 3Y | -27.1% | +3.0% | -30.0% | -30.6% |
| 5Y | -9.9% | -42.6% | +32.7% | -6.0% |
| 10Y | +415.3% | -21.1% | +436.4% | +360.0% |
| All | +685.5% | +24.8% | +660.7% | +500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling