-30.4%
CPRT vs ACGL
+31.5%
-61.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.6% |
| 7D | +6.0% | +0.9% | +5.2% | +5.8% |
| 30D | +20.0% | +13.7% | +6.3% | +15.3% |
| 3M | +10.1% | +8.0% | +2.1% | +7.5% |
| 6M | -4.3% | +13.3% | -17.6% | -7.8% |
| YTD | -18.4% | +11.8% | -30.2% | -21.3% |
| 1Y | -20.1% | +22.2% | -42.3% | -24.9% |
| 3Y | -30.4% | +32.5% | -62.9% | -33.8% |
| All | -30.4% | +31.5% | -61.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling