-4.3%
CPRT vs WAB
+12.8%
-17.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.7% |
| 7D | -1.5% | +7.9% | -9.4% | -0.6% |
| 30D | +21.4% | +4.9% | +16.5% | +21.9% |
| 3M | +10.4% | +1.8% | +8.6% | +10.7% |
| 6M | -4.3% | +12.0% | -16.3% | -3.1% |
| All | -4.3% | +12.8% | -17.1% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling