-5.7%
CPRT vs WAT
-3.2%
-2.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | +16.6% | +2.3% | +14.3% | +15.9% |
| 3M | +9.6% | +8.7% | +0.8% | +7.0% |
| 6M | -11.1% | +28.3% | -39.4% | -17.6% |
| YTD | -13.9% | +7.8% | -21.6% | -16.5% |
| 1Y | -32.5% | +36.6% | -69.1% | -39.4% |
| 3Y | -25.0% | +45.7% | -70.7% | -38.0% |
| All | -5.7% | -3.2% | -2.4% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling