-17.1%
CPRT vs WAT
+32.4%
-49.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | +6.0% | -1.1% | +7.1% | +6.3% |
| 30D | +20.0% | +5.0% | +15.1% | +18.3% |
| 3M | +10.1% | +14.5% | -4.4% | +5.9% |
| 6M | -4.3% | +30.9% | -35.2% | -11.5% |
| YTD | -18.4% | +20.5% | -38.9% | -23.4% |
| 1Y | -20.1% | +23.3% | -43.4% | -25.6% |
| 3Y | -30.4% | +81.5% | -111.9% | -46.6% |
| All | -17.1% | +32.4% | -49.5% | -27.4% |
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