+412.4%
CPRT vs WAB
+282.7%
+129.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | +8.2% | -4.6% | +12.8% | +9.9% |
| 3M | +2.3% | +5.6% | -3.3% | -0.3% |
| 6M | -14.7% | +13.8% | -28.6% | -19.6% |
| YTD | -18.2% | +31.9% | -50.0% | -27.0% |
| 1Y | -33.4% | +48.3% | -81.6% | -43.3% |
| 3Y | -28.3% | +167.1% | -195.5% | -51.6% |
| 5Y | -9.8% | +222.9% | -232.7% | -43.6% |
| 10Y | +412.4% | +289.9% | +122.5% | +169.4% |
| All | +412.4% | +282.7% | +129.7% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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