+162.2%
ARM vs CPRT
-27.0%
+189.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.4% | -12.6% | -12.9% |
| 7D | -27.1% | +9.9% | -37.0% | -29.6% |
| 30D | -44.9% | +21.1% | -66.0% | -48.8% |
| 3M | -39.3% | +12.3% | -51.6% | -43.0% |
| 6M | -20.2% | -2.0% | -18.1% | -20.0% |
| YTD | +52.5% | -17.0% | +69.6% | +70.6% |
| 1Y | +4.1% | -22.5% | +26.6% | +23.0% |
| 3Y | +211.7% | -29.3% | +241.0% | +278.1% |
| All | +162.2% | -27.0% | +189.2% | +205.4% |
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