-18.7%
CPRT vs WM
+61.9%
-80.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | +3.2% | -3.6% | -1.9% |
| 30D | +21.2% | +13.0% | +8.1% | +14.5% |
| 3M | +8.3% | +9.2% | -0.9% | +3.9% |
| 6M | -3.4% | +13.6% | -17.0% | -8.8% |
| YTD | -18.7% | +12.4% | -31.1% | -23.0% |
| 1Y | -23.5% | +21.2% | -44.7% | -29.9% |
| 3Y | -34.2% | +48.7% | -82.8% | -46.2% |
| All | -18.7% | +61.9% | -80.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling