-45.8%
CPRT vs WETO
-99.4%
+53.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -2.6% |
| 7D | -11.2% | -4.3% | -6.9% | -11.2% |
| 30D | +3.3% | -39.9% | +43.2% | +2.1% |
| 3M | -3.6% | -97.9% | +94.3% | -3.8% |
| 6M | -15.8% | -95.0% | +79.3% | -16.8% |
| YTD | -23.5% | -97.2% | +73.7% | -24.3% |
| 1Y | -38.8% | -98.9% | +60.2% | -39.2% |
| All | -45.8% | -99.4% | +53.6% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling