+141.0%
WBD vs CPRT
-28.6%
+169.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +3.9% | +8.2% | -4.4% | +1.3% |
| 3M | +5.1% | +2.3% | +2.8% | +3.9% |
| 6M | +0.6% | -14.7% | +15.3% | +6.2% |
| YTD | -3.2% | -18.2% | +15.0% | +3.5% |
| 1Y | +127.7% | -33.4% | +161.0% | +166.9% |
| All | +141.0% | -28.6% | +169.6% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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