+88.7%
ACN vs CPRT
+411.2%
-322.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -2.4% |
| 7D | -4.8% | +0.4% | -5.2% | -5.0% |
| 30D | +1.9% | +9.9% | -8.0% | -3.1% |
| 3M | +3.9% | +5.6% | -1.8% | +0.6% |
| 6M | -15.0% | -13.6% | -1.4% | -9.1% |
| YTD | -31.9% | -16.7% | -15.2% | -25.7% |
| 1Y | -28.5% | -33.1% | +4.6% | -13.4% |
| 3Y | -41.9% | -27.1% | -14.9% | -34.6% |
| 5Y | -42.9% | -9.9% | -33.0% | -43.6% |
| 10Y | +88.7% | +415.3% | -326.6% | +1.0% |
| All | +88.7% | +411.2% | -322.4% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling