+385.2%
CPRT vs SWK
+26.9%
+358.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +4.0% | +11.3% | -7.3% | 0.0% |
| 30D | +18.2% | +31.5% | -13.2% | +7.3% |
| 3M | +9.2% | +14.4% | -5.3% | +3.9% |
| 6M | -4.8% | +46.4% | -51.3% | -17.5% |
| YTD | -17.5% | +61.6% | -79.1% | -31.7% |
| 1Y | -22.0% | +78.7% | -100.7% | -38.0% |
| 3Y | -33.7% | +54.4% | -88.1% | -47.5% |
| 5Y | -15.0% | -25.3% | +10.3% | -10.9% |
| 10Y | +385.2% | +22.4% | +362.8% | +262.7% |
| All | +385.2% | +26.9% | +358.3% | +262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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