+386.7%
CPRT vs W
+268.4%
+118.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.9% |
| 7D | +1.6% | +3.3% | -1.7% | +1.1% |
| 30D | +18.8% | +10.5% | +8.3% | +17.0% |
| 3M | +9.4% | +9.6% | -0.2% | +7.8% |
| 6M | -4.4% | +76.4% | -80.8% | -12.7% |
| YTD | -17.1% | +16.4% | -33.5% | -20.8% |
| 1Y | -19.9% | +9.3% | -29.2% | -23.0% |
| 3Y | -30.5% | +172.8% | -203.3% | -45.1% |
| 5Y | -15.9% | -53.4% | +37.4% | -24.0% |
| 10Y | +386.7% | +243.6% | +143.1% | +227.9% |
| All | +386.7% | +268.4% | +118.2% | +227.9% |
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