+1,021.4%
CPRT vs SW
+755.0%
+266.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.3% |
| 7D | +2.2% | -5.1% | +7.3% | +2.5% |
| 30D | +16.6% | -4.6% | +21.2% | +16.9% |
| 3M | +9.6% | +9.4% | +0.2% | +8.9% |
| 6M | -11.1% | +3.5% | -14.6% | -11.5% |
| YTD | -13.9% | +22.0% | -35.9% | -15.0% |
| 1Y | -32.5% | +2.2% | -34.7% | -32.9% |
| 3Y | -25.0% | +19.6% | -44.6% | -26.4% |
| 5Y | -7.4% | -2.3% | -5.0% | -9.5% |
| 10Y | +422.0% | +181.4% | +240.6% | +394.2% |
| All | +1,021.4% | +755.0% | +266.4% | +994.1% |
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