+13,780.1%
CPRT vs WAB
+4,408.2%
+9,371.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -1.4% | +3.1% | -4.5% | -2.3% |
| 30D | +21.5% | +6.4% | +15.0% | +19.3% |
| 3M | +9.4% | +2.2% | +7.3% | +8.5% |
| 6M | -3.3% | +13.7% | -17.0% | -7.3% |
| YTD | -17.8% | +43.0% | -60.8% | -26.2% |
| 1Y | -22.2% | +47.0% | -69.1% | -30.6% |
| 3Y | -34.0% | +174.4% | -208.4% | -50.5% |
| 5Y | -15.4% | +222.2% | -237.6% | -39.5% |
| 10Y | +376.0% | +276.9% | +99.1% | +209.7% |
| All | +13,780.1% | +4,408.2% | +9,371.9% | +4,583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling