-5.7%
CPRT vs WING
-34.0%
+28.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | -3.9% | +6.1% | +2.9% |
| 30D | +16.6% | -11.6% | +28.2% | +19.1% |
| 3M | +9.6% | -24.2% | +33.8% | +14.7% |
| 6M | -11.1% | -54.1% | +42.9% | +1.7% |
| YTD | -13.9% | -53.9% | +40.0% | -2.4% |
| 1Y | -32.5% | -64.4% | +31.8% | -20.0% |
| 3Y | -25.0% | -30.2% | +5.2% | -31.1% |
| All | -5.7% | -34.0% | +28.3% | -18.9% |
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