+412.4%
CPRT vs W
+142.4%
+270.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -0.4% | +5.9% | -6.3% | -1.2% |
| 30D | +8.2% | -3.0% | +11.3% | +8.7% |
| 3M | +2.3% | +40.3% | -38.0% | -3.2% |
| 6M | -14.7% | +32.2% | -47.0% | -19.3% |
| YTD | -18.2% | -0.3% | -17.9% | -20.0% |
| 1Y | -33.4% | +16.2% | -49.5% | -36.8% |
| 3Y | -28.3% | +40.7% | -69.0% | -37.9% |
| 5Y | -9.8% | -62.3% | +52.5% | -16.1% |
| 10Y | +412.4% | +162.2% | +250.1% | +240.9% |
| All | +412.4% | +142.4% | +270.0% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling