-15.6%
CPRT vs SW
-1.6%
-14.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +9.9% | +4.7% | +5.3% | +9.3% |
| 30D | +21.1% | +5.0% | +16.1% | +20.4% |
| 3M | +12.3% | -7.3% | +19.7% | +13.3% |
| 6M | -2.0% | +15.0% | -17.0% | -3.9% |
| YTD | -17.0% | +18.5% | -35.6% | -19.2% |
| 1Y | -22.5% | +27.1% | -49.7% | -25.2% |
| 3Y | -29.3% | +49.3% | -78.6% | -33.1% |
| 5Y | -15.6% | -1.6% | -14.0% | -20.7% |
| All | -15.6% | -1.6% | -14.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling