-15.9%
CPRT vs WWD
+190.4%
-206.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.4% | +0.4% |
| 7D | +1.6% | +4.2% | -2.5% | +0.5% |
| 30D | +18.8% | -0.8% | +19.6% | +18.7% |
| 3M | +9.4% | -8.2% | +17.6% | +11.2% |
| 6M | -4.4% | -9.8% | +5.5% | -3.0% |
| YTD | -17.1% | +10.4% | -27.5% | -21.4% |
| 1Y | -19.9% | +25.5% | -45.4% | -27.3% |
| 3Y | -30.5% | +155.8% | -186.3% | -53.3% |
| 5Y | -15.9% | +187.3% | -203.3% | -47.7% |
| All | -15.9% | +190.4% | -206.4% | -47.7% |
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