+386.7%
CPRT vs AA
+64.5%
+322.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +0.8% |
| 7D | +1.6% | +4.8% | -3.2% | +0.9% |
| 30D | +18.8% | -0.6% | +19.4% | +18.8% |
| 3M | +9.4% | -16.3% | +25.7% | +11.8% |
| 6M | -4.4% | -33.4% | +29.0% | +0.1% |
| YTD | -17.1% | -20.7% | +3.6% | -16.3% |
| 1Y | -19.9% | +12.9% | -32.8% | -23.7% |
| 3Y | -30.5% | +75.7% | -106.2% | -41.1% |
| 5Y | -15.9% | -6.8% | -9.1% | -25.0% |
| 10Y | +386.7% | +53.6% | +333.1% | +208.9% |
| All | +386.7% | +64.5% | +322.2% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling