+425.5%
CPRT vs SW
+147.8%
+277.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.3% |
| 7D | +2.2% | -5.1% | +7.3% | +2.8% |
| 30D | +16.6% | -4.6% | +21.2% | +17.2% |
| 3M | +9.6% | +9.4% | +0.2% | +8.3% |
| 6M | -11.1% | +3.5% | -14.6% | -11.8% |
| YTD | -13.9% | +22.0% | -35.9% | -16.2% |
| 1Y | -32.5% | +2.2% | -34.7% | -33.2% |
| 3Y | -25.0% | +19.6% | -44.6% | -27.9% |
| 5Y | -7.4% | -2.3% | -5.0% | -11.5% |
| All | +425.5% | +147.8% | +277.8% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling