+23.0%
WMT vs CPRT
-22.3%
+45.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.2% | -1.5% | +0.3% | -1.1% |
| 30D | +12.4% | +21.4% | -9.0% | +11.6% |
| 3M | +9.0% | +10.4% | -1.3% | +8.2% |
| 6M | -3.0% | -4.3% | +1.3% | -5.1% |
| YTD | +14.0% | -18.3% | +32.3% | +8.3% |
| 1Y | +23.0% | -22.5% | +45.5% | +16.9% |
| All | +23.0% | -22.3% | +45.4% | +16.9% |
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