+99.2%
WMT vs CPRT
-31.4%
+130.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.5% |
| 7D | -2.5% | -8.4% | +5.9% | -1.3% |
| 30D | -6.4% | +4.6% | -11.0% | -7.3% |
| 3M | -12.1% | -1.9% | -10.2% | -12.2% |
| 6M | -15.0% | -15.3% | +0.4% | -13.1% |
| YTD | -4.5% | -21.5% | +17.0% | -1.3% |
| 1Y | +6.2% | -36.6% | +42.8% | +15.4% |
| All | +99.2% | -31.4% | +130.6% | +113.3% |
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