-5.7%
CPRT vs SWK
-38.7%
+33.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +16.6% | -5.7% | +22.4% | +18.4% |
| 3M | +9.6% | +24.1% | -14.5% | +3.0% |
| 6M | -11.1% | +24.7% | -35.8% | -17.0% |
| YTD | -13.9% | +33.9% | -47.8% | -21.3% |
| 1Y | -32.5% | +34.7% | -67.2% | -38.8% |
| 3Y | -25.0% | +15.3% | -40.3% | -31.4% |
| All | -5.7% | -38.7% | +33.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling