+757.7%
CPRT vs W
+176.2%
+581.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | +2.2% | -4.2% | +6.4% | +2.7% |
| 30D | +16.6% | -7.6% | +24.2% | +17.7% |
| 3M | +9.6% | +37.2% | -27.6% | +4.5% |
| 6M | -11.1% | +26.3% | -37.4% | -14.9% |
| YTD | -13.9% | -1.0% | -12.9% | -15.5% |
| 1Y | -32.5% | +20.1% | -52.6% | -35.9% |
| 3Y | -25.0% | +37.8% | -62.8% | -33.9% |
| 5Y | -7.4% | -63.7% | +56.3% | -13.6% |
| 10Y | +422.0% | +156.3% | +265.7% | +271.5% |
| All | +757.7% | +176.2% | +581.5% | +508.9% |
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