-33.1%
CPRT vs A
+16.1%
-49.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.7% | -2.8% |
| 7D | +0.4% | -2.1% | +2.5% | +0.8% |
| 30D | +9.9% | +0.6% | +9.3% | +9.8% |
| 3M | +5.6% | +10.9% | -5.2% | +3.8% |
| 6M | -13.6% | +28.2% | -41.8% | -17.1% |
| YTD | -16.7% | +8.6% | -25.3% | -18.4% |
| 1Y | -33.1% | +15.5% | -48.7% | -35.4% |
| All | -33.1% | +16.1% | -49.2% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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