-23.9%
CPRT vs WAT
+32.9%
-56.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.9% |
| 7D | +12.6% | -1.9% | +14.6% | +12.9% |
| 30D | +18.0% | +6.2% | +11.7% | +17.0% |
| 3M | +11.0% | +18.1% | -7.1% | +8.4% |
| 6M | -2.0% | +54.9% | -56.9% | -7.1% |
| YTD | -16.7% | +23.1% | -39.8% | -20.2% |
| 1Y | -23.9% | +27.3% | -51.2% | -26.6% |
| All | -23.9% | +32.9% | -56.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling