-23.9%
CPRT vs SW
+29.5%
-53.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +4.2% |
| 7D | +12.6% | +12.1% | +0.6% | +10.2% |
| 30D | +18.0% | +6.6% | +11.4% | +16.5% |
| 3M | +11.0% | -6.0% | +17.0% | +11.8% |
| 6M | -2.0% | +21.5% | -23.5% | -5.2% |
| YTD | -16.7% | +20.3% | -37.0% | -20.2% |
| 1Y | -23.9% | +28.1% | -52.0% | -27.9% |
| All | -23.9% | +29.5% | -53.4% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling