-34.2%
CPRT vs W
+161.9%
-196.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | +21.2% | +6.8% | +14.4% | +20.2% |
| 3M | +8.3% | +10.7% | -2.4% | +7.1% |
| 6M | -3.4% | +86.3% | -89.7% | -9.5% |
| YTD | -18.7% | +11.5% | -30.2% | -20.9% |
| 1Y | -23.5% | +5.1% | -28.6% | -25.3% |
| 3Y | -34.2% | +171.0% | -205.1% | -43.4% |
| All | -34.2% | +161.9% | -196.1% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling