+4,523.1%
WMT vs CPRT
+22,534.7%
-18,011.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +10.3% | +21.2% | -10.9% | +7.8% |
| 3M | +11.0% | +8.3% | +2.7% | +9.7% |
| 6M | -2.3% | -3.4% | +1.0% | -2.3% |
| YTD | +15.7% | -18.7% | +34.4% | +17.8% |
| 1Y | +26.0% | -23.5% | +49.5% | +29.2% |
| 3Y | +136.5% | -34.2% | +170.7% | +146.0% |
| 5Y | +176.8% | -18.2% | +195.0% | +178.7% |
| 10Y | +537.5% | +370.9% | +166.6% | +424.9% |
| All | +4,523.1% | +22,534.7% | -18,011.5% | +2,759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling