+622.4%
CPRT vs WING
+685.5%
-63.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.4% |
| 7D | +4.0% | +5.0% | -1.0% | +2.9% |
| 30D | +18.2% | +38.7% | -20.5% | +10.5% |
| 3M | +9.2% | +44.7% | -35.6% | +0.4% |
| 6M | -4.8% | +31.5% | -36.3% | -11.4% |
| YTD | -17.5% | -28.4% | +10.9% | -14.4% |
| 1Y | -22.0% | -28.2% | +6.2% | -19.4% |
| 3Y | -33.7% | -18.4% | -15.3% | -37.7% |
| 5Y | -15.0% | +5.2% | -20.2% | -29.0% |
| 10Y | +385.2% | +699.8% | -314.7% | +166.7% |
| All | +622.4% | +685.5% | -63.1% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling