-9.9%
CPRT vs WAB
+231.1%
-240.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | +0.4% | +1.7% | -1.3% | -0.3% |
| 30D | +9.9% | -2.4% | +12.3% | +10.9% |
| 3M | +5.6% | +9.7% | -4.0% | +0.8% |
| 6M | -13.6% | +16.5% | -30.1% | -20.4% |
| YTD | -16.7% | +33.7% | -50.5% | -28.2% |
| 1Y | -33.1% | +49.7% | -82.8% | -45.7% |
| 3Y | -27.1% | +170.9% | -198.0% | -57.8% |
| 5Y | -9.9% | +228.0% | -237.9% | -54.7% |
| All | -9.9% | +231.1% | -240.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling