+199.6%
ARM vs CPRT
-28.4%
+228.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | +9.1% | -0.4% | +9.5% | +9.3% |
| 30D | -19.9% | +21.2% | -41.1% | -25.8% |
| 3M | -31.6% | +8.3% | -39.9% | -34.9% |
| 6M | -13.9% | -3.4% | -10.5% | -13.3% |
| YTD | +74.3% | -18.7% | +93.0% | +96.2% |
| 1Y | +35.8% | -23.5% | +59.3% | +60.7% |
| 3Y | +268.6% | -34.2% | +302.8% | +379.5% |
| All | +199.6% | -28.4% | +228.1% | +251.2% |
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 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