-15.6%
CPRT vs SWK
-25.4%
+9.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.3% |
| 7D | +9.9% | +11.3% | -1.3% | +6.7% |
| 30D | +21.1% | +28.1% | -7.0% | +13.3% |
| 3M | +12.3% | +12.6% | -0.2% | +8.6% |
| 6M | -2.0% | +51.7% | -53.7% | -12.8% |
| YTD | -17.0% | +60.0% | -77.0% | -27.7% |
| 1Y | -22.5% | +72.7% | -95.2% | -34.0% |
| 3Y | -29.3% | +46.3% | -75.6% | -39.6% |
| 5Y | -15.6% | -24.6% | +9.0% | -3.1% |
| All | -15.6% | -25.4% | +9.8% | -3.1% |
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