+3,767.0%
WMT vs CPRT
+23,878.7%
-20,111.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +3.9% | +2.2% | +1.7% | +3.7% |
| 30D | -4.4% | +16.6% | -21.0% | -6.2% |
| 3M | -8.8% | +9.6% | -18.4% | -10.0% |
| 6M | -15.6% | -11.1% | -4.5% | -14.8% |
| YTD | -3.2% | -13.9% | +10.6% | -2.0% |
| 1Y | +7.0% | -32.5% | +39.6% | +11.5% |
| 3Y | +105.3% | -25.0% | +130.3% | +110.4% |
| 5Y | +129.3% | -7.4% | +136.6% | +127.7% |
| 10Y | +423.9% | +422.0% | +1.9% | +326.8% |
| All | +3,767.0% | +23,878.7% | -20,111.7% | +2,277.9% |
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 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