-14.1%
CPRT vs WTW
+42.3%
-56.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | -8.4% | -7.8% | -0.6% | -5.3% |
| 30D | +4.6% | -7.9% | +12.5% | +8.1% |
| 3M | -1.9% | +19.9% | -21.9% | -9.4% |
| 6M | -15.3% | +9.8% | -25.1% | -19.3% |
| YTD | -21.5% | -3.3% | -18.1% | -21.5% |
| 1Y | -36.6% | -3.3% | -33.3% | -36.8% |
| 3Y | -31.2% | +61.5% | -92.7% | -49.6% |
| 5Y | -14.1% | +42.6% | -56.7% | -35.8% |
| All | -14.1% | +42.3% | -56.4% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling