-9.9%
CPRT vs WWD
+192.1%
-202.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.8% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +9.9% | -6.4% | +16.3% | +11.6% |
| 3M | +5.6% | -5.6% | +11.3% | +6.4% |
| 6M | -13.6% | -9.1% | -4.5% | -12.6% |
| YTD | -16.7% | +12.5% | -29.2% | -21.1% |
| 1Y | -33.1% | +41.3% | -74.5% | -41.3% |
| 3Y | -27.1% | +170.2% | -197.3% | -51.5% |
| 5Y | -9.9% | +192.5% | -202.4% | -44.5% |
| All | -9.9% | +192.1% | -202.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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