+2,427.5%
ACN vs CPRT
+2,478.3%
-50.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.2% |
| 7D | +0.9% | +6.0% | -5.2% | -1.2% |
| 30D | +33.5% | +20.0% | +13.5% | +25.5% |
| 3M | +53.5% | +10.1% | +43.3% | +48.2% |
| 6M | +52.2% | -4.3% | +56.5% | +54.1% |
| YTD | -0.1% | -18.4% | +18.3% | +6.7% |
| 1Y | +11.0% | -20.1% | +31.1% | +19.4% |
| 3Y | -11.8% | -30.4% | +18.6% | -2.1% |
| 5Y | -22.8% | -17.0% | -5.8% | -19.7% |
| 10Y | +162.4% | +403.2% | -240.8% | +63.5% |
| All | +2,427.5% | +2,478.3% | -50.8% | +860.6% |
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