+14,665.7%
CPRT vs WAT
+12,580.5%
+2,085.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +4.0% | +3.4% | +0.6% | +3.2% |
| 30D | +18.2% | +9.6% | +8.6% | +15.8% |
| 3M | +9.2% | +15.5% | -6.3% | +5.6% |
| 6M | -4.8% | +33.9% | -38.7% | -11.0% |
| YTD | -17.5% | +25.2% | -42.7% | -22.3% |
| 1Y | -22.0% | +26.3% | -48.3% | -26.8% |
| 3Y | -33.7% | +85.8% | -119.5% | -44.0% |
| 5Y | -15.0% | +35.3% | -50.3% | -23.8% |
| 10Y | +385.2% | +231.8% | +153.4% | +260.2% |
| All | +14,665.7% | +12,580.5% | +2,085.2% | +6,118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling