-22.5%
CPRT vs A
+16.3%
-38.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | +21.4% | +0.8% | +20.5% | +21.0% |
| 3M | +10.4% | +16.9% | -6.5% | +6.9% |
| 6M | -4.3% | +53.8% | -58.1% | -11.3% |
| YTD | -18.3% | +28.1% | -46.4% | -22.3% |
| 1Y | -22.5% | +15.0% | -37.5% | -27.2% |
| All | -22.5% | +16.3% | -38.8% | -27.2% |
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