+296.4%
ARM vs CPRT
-24.2%
+320.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +3.7% |
| 7D | +5.5% | +2.2% | +3.2% | +4.4% |
| 30D | -8.2% | +16.6% | -24.8% | -15.1% |
| 3M | -35.9% | +9.6% | -45.5% | -39.9% |
| 6M | +103.1% | -11.1% | +114.2% | +121.0% |
| YTD | +130.6% | -13.9% | +144.5% | +154.2% |
| 1Y | +86.1% | -32.5% | +118.6% | +153.4% |
| All | +296.4% | -24.2% | +320.6% | +354.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling