+712.7%
CPRT vs W
+210.4%
+502.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +6.0% | -3.6% | +9.6% | +6.4% |
| 30D | +20.0% | +7.0% | +13.1% | +18.9% |
| 3M | +10.1% | +7.4% | +2.8% | +9.0% |
| 6M | -4.3% | +69.3% | -73.6% | -11.4% |
| YTD | -18.4% | +11.3% | -29.7% | -21.2% |
| 1Y | -20.1% | +13.2% | -33.3% | -23.2% |
| 3Y | -30.4% | +142.0% | -172.4% | -42.7% |
| 5Y | -17.0% | -54.6% | +37.6% | -24.5% |
| 10Y | +403.2% | +243.7% | +159.5% | +250.4% |
| All | +712.7% | +210.4% | +502.3% | +467.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling