+392.8%
CPRT vs ACGL
+337.7%
+55.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.4% |
| 7D | +6.0% | +0.9% | +5.2% | +5.8% |
| 30D | +20.0% | +13.7% | +6.3% | +14.0% |
| 3M | +10.1% | +8.0% | +2.1% | +6.8% |
| 6M | -4.3% | +13.3% | -17.6% | -9.0% |
| YTD | -18.4% | +11.8% | -30.2% | -22.3% |
| 1Y | -20.1% | +22.2% | -42.3% | -26.6% |
| 3Y | -30.4% | +32.5% | -62.9% | -39.6% |
| 5Y | -17.0% | +160.2% | -177.2% | -47.7% |
| All | +392.8% | +337.7% | +55.1% | +131.4% |
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