+129.7%
WMT vs CPRT
-9.0%
+138.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.4% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | -5.0% | +9.9% | -14.9% | -6.8% |
| 3M | -11.3% | +5.6% | -16.9% | -12.5% |
| 6M | -13.8% | -13.6% | -0.2% | -11.8% |
| YTD | -4.2% | -16.7% | +12.5% | -1.6% |
| 1Y | +4.6% | -33.1% | +37.7% | +12.7% |
| 3Y | +100.5% | -27.1% | +127.5% | +111.0% |
| 5Y | +129.7% | -9.9% | +139.5% | +122.2% |
| All | +129.7% | -9.0% | +138.7% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling