-17.1%
CPRT vs WING
+4.1%
-21.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.4% |
| 7D | +6.0% | +9.0% | -3.0% | +4.4% |
| 30D | +20.0% | +39.9% | -19.9% | +12.6% |
| 3M | +10.1% | +40.4% | -30.3% | +2.6% |
| 6M | -4.3% | +12.9% | -17.2% | -7.7% |
| YTD | -18.4% | -31.1% | +12.7% | -14.6% |
| 1Y | -20.1% | -32.7% | +12.6% | -16.3% |
| 3Y | -30.4% | -19.8% | -10.6% | -36.5% |
| All | -17.1% | +4.1% | -21.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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