-28.8%
CPRT vs TW
+20.8%
-49.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +8.2% | -0.6% | +8.8% | +8.4% |
| 3M | +2.3% | +3.4% | -1.1% | +1.5% |
| 6M | -14.7% | -18.4% | +3.7% | -11.8% |
| YTD | -18.2% | -3.9% | -14.3% | -17.9% |
| 1Y | -33.4% | -13.3% | -20.0% | -31.9% |
| All | -28.8% | +20.8% | -49.6% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling