+984.8%
CPRT vs SW
+743.1%
+241.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +4.8% |
| 7D | +12.6% | +12.1% | +0.6% | +11.9% |
| 30D | +18.0% | +6.6% | +11.4% | +17.5% |
| 3M | +11.0% | -6.0% | +17.0% | +11.3% |
| 6M | -2.0% | +21.5% | -23.5% | -3.2% |
| YTD | -16.7% | +20.3% | -37.0% | -17.8% |
| 1Y | -23.9% | +28.1% | -52.0% | -25.1% |
| 3Y | -29.0% | +51.6% | -80.6% | -31.0% |
| 5Y | -16.0% | -0.1% | -15.9% | -17.9% |
| 10Y | +413.8% | +189.7% | +224.1% | +386.6% |
| All | +984.8% | +743.1% | +241.8% | +959.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling