-31.7%
CPRT vs WTW
+61.8%
-93.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -8.4% | -7.8% | -0.6% | -6.4% |
| 30D | +4.6% | -7.9% | +12.5% | +6.8% |
| 3M | -1.9% | +19.9% | -21.9% | -6.6% |
| 6M | -15.3% | +9.8% | -25.1% | -18.0% |
| YTD | -21.5% | -3.3% | -18.1% | -21.9% |
| 1Y | -36.6% | -3.3% | -33.3% | -37.1% |
| All | -31.7% | +61.8% | -93.5% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling