-36.6%
CPRT vs TW
-14.0%
-22.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -8.4% | -2.7% | -5.7% | -7.8% |
| 30D | +4.6% | -1.7% | +6.3% | +5.0% |
| 3M | -1.9% | +1.6% | -3.5% | -2.3% |
| 6M | -15.3% | -17.7% | +2.4% | -12.6% |
| YTD | -21.5% | -4.3% | -17.1% | -21.0% |
| 1Y | -36.6% | -13.1% | -23.5% | -34.3% |
| All | -36.6% | -14.0% | -22.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling