-38.8%
CPRT vs WTW
-3.2%
-35.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -11.2% | -5.7% | -5.5% | -9.8% |
| 30D | +3.3% | -7.3% | +10.6% | +5.2% |
| 3M | -3.6% | +21.5% | -25.0% | -8.1% |
| 6M | -15.8% | +9.6% | -25.4% | -18.8% |
| YTD | -23.5% | -3.3% | -20.2% | -25.2% |
| 1Y | -38.8% | -6.1% | -32.6% | -38.9% |
| All | -38.8% | -3.2% | -35.6% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling