+385.2%
CPRT vs ACGL
+332.0%
+53.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +4.0% | +1.3% | +2.7% | +3.5% |
| 30D | +18.2% | +14.2% | +4.0% | +12.1% |
| 3M | +9.2% | +11.1% | -1.9% | +4.7% |
| 6M | -4.8% | +16.4% | -21.2% | -10.5% |
| YTD | -17.5% | +13.8% | -31.3% | -22.0% |
| 1Y | -22.0% | +21.6% | -43.5% | -28.2% |
| 3Y | -33.7% | +33.5% | -67.3% | -42.7% |
| 5Y | -15.0% | +174.8% | -189.8% | -47.7% |
| 10Y | +385.2% | +330.4% | +54.8% | +129.6% |
| All | +385.2% | +332.0% | +53.1% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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