+174.6%
ARM vs CPRT
-28.2%
+202.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.4% | +5.2% |
| 7D | -15.2% | +6.0% | -21.3% | -17.1% |
| 30D | -40.7% | +20.0% | -60.7% | -44.8% |
| 3M | -39.1% | +10.1% | -49.2% | -42.5% |
| 6M | -26.4% | -4.3% | -22.1% | -25.5% |
| YTD | +59.7% | -18.4% | +78.1% | +79.6% |
| 1Y | +10.3% | -20.1% | +30.4% | +25.7% |
| 3Y | +228.9% | -30.4% | +259.3% | +300.6% |
| All | +174.6% | -28.2% | +202.8% | +221.4% |
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