-21.6%
CPRT vs WM
+20.0%
-41.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +1.6% | -0.5% | +2.1% | +2.0% |
| 30D | +18.8% | +13.3% | +5.5% | +10.3% |
| 3M | +9.4% | +4.4% | +5.0% | +6.3% |
| 6M | -4.4% | +10.8% | -15.2% | -9.4% |
| YTD | -17.1% | +9.1% | -26.2% | -20.8% |
| All | -21.6% | +20.0% | -41.6% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling