+386.7%
CPRT vs WM
+337.2%
+49.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +18.8% | +13.3% | +5.5% | +10.6% |
| 3M | +9.4% | +4.4% | +5.0% | +6.8% |
| 6M | -4.4% | +10.8% | -15.2% | -9.8% |
| YTD | -17.1% | +9.1% | -26.2% | -21.3% |
| 1Y | -19.9% | +19.1% | -39.0% | -27.8% |
| 3Y | -30.5% | +45.7% | -76.2% | -45.8% |
| 5Y | -15.9% | +60.4% | -76.4% | -39.3% |
| 10Y | +386.7% | +328.7% | +58.0% | +107.0% |
| All | +386.7% | +337.2% | +49.5% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling