-17.1%
CPRT vs W
-54.5%
+37.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +6.0% | -3.6% | +9.6% | +6.5% |
| 30D | +20.0% | +7.0% | +13.1% | +18.8% |
| 3M | +10.1% | +7.4% | +2.8% | +8.9% |
| 6M | -4.3% | +69.3% | -73.6% | -11.9% |
| YTD | -18.4% | +11.3% | -29.7% | -21.4% |
| 1Y | -20.1% | +13.2% | -33.3% | -23.4% |
| 3Y | -30.4% | +142.0% | -172.4% | -44.1% |
| All | -17.1% | -54.5% | +37.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling