+35.8%
ARM vs CPRT
-22.3%
+58.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.4% | +12.5% | +11.9% |
| 7D | +6.0% | -1.4% | +7.4% | +5.5% |
| 30D | -20.3% | +21.5% | -41.8% | -15.2% |
| 3M | -24.4% | +9.4% | -33.8% | -21.3% |
| 6M | -4.4% | -3.3% | -1.1% | +1.9% |
| YTD | +86.0% | -17.8% | +103.9% | +97.6% |
| 1Y | +35.8% | -22.2% | +58.0% | +40.9% |
| All | +35.8% | -22.3% | +58.1% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling