-18.7%
CPRT vs TW
+41.2%
-59.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -0.4% | +3.9% | -4.3% | -1.6% |
| 30D | +21.2% | +19.9% | +1.2% | +14.3% |
| 3M | +8.3% | +25.9% | -17.6% | +0.5% |
| 6M | -3.4% | +21.1% | -24.5% | -9.6% |
| YTD | -18.7% | +23.9% | -42.6% | -24.9% |
| 1Y | -23.5% | +21.2% | -44.8% | -28.9% |
| 3Y | -34.2% | +44.8% | -78.9% | -45.8% |
| All | -18.7% | +41.2% | -59.9% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling