+21,200.5%
CPRT vs AA
+193.9%
+21,006.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | +0.5% |
| 7D | +1.6% | +4.8% | -3.2% | +0.7% |
| 30D | +18.8% | -0.6% | +19.4% | +18.7% |
| 3M | +9.4% | -16.3% | +25.7% | +12.6% |
| 6M | -4.4% | -33.4% | +29.0% | +1.4% |
| YTD | -17.1% | -20.7% | +3.6% | -16.0% |
| 1Y | -19.9% | +12.9% | -32.8% | -24.4% |
| 3Y | -30.5% | +75.7% | -106.2% | -42.9% |
| 5Y | -15.9% | -6.8% | -9.1% | -26.6% |
| 10Y | +386.7% | +53.6% | +333.1% | +225.2% |
| All | +21,200.5% | +193.9% | +21,006.6% | +11,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling