+7.0%
WMT vs CPRT
-31.2%
+38.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +3.9% | +2.2% | +1.7% | +3.9% |
| 30D | -4.4% | +16.6% | -21.0% | -4.7% |
| 3M | -8.8% | +9.6% | -18.4% | -9.3% |
| 6M | -15.6% | -11.1% | -4.5% | -17.2% |
| YTD | -3.2% | -13.9% | +10.6% | -5.4% |
| 1Y | +7.0% | -32.5% | +39.6% | +7.4% |
| All | +7.0% | -31.2% | +38.3% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling