+374.9%
CPRT vs WTW
+198.0%
+176.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -11.2% | -5.7% | -5.5% | -8.8% |
| 30D | +3.3% | -7.3% | +10.6% | +6.8% |
| 3M | -3.6% | +21.5% | -25.0% | -12.0% |
| 6M | -15.8% | +9.6% | -25.4% | -20.0% |
| YTD | -23.5% | -3.3% | -20.2% | -23.6% |
| 1Y | -38.8% | -6.1% | -32.6% | -38.1% |
| 3Y | -33.4% | +61.8% | -95.3% | -49.8% |
| 5Y | -16.4% | +42.7% | -59.0% | -33.5% |
| All | +374.9% | +198.0% | +176.9% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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