+13,994.5%
CPRT vs ACGL
+4,938.9%
+9,055.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +4.0% | +1.3% | +2.7% | +3.7% |
| 30D | +18.2% | +14.2% | +4.0% | +14.5% |
| 3M | +9.2% | +11.1% | -1.9% | +6.4% |
| 6M | -4.8% | +16.4% | -21.2% | -8.3% |
| YTD | -17.5% | +13.8% | -31.3% | -20.2% |
| 1Y | -22.0% | +21.6% | -43.5% | -25.8% |
| 3Y | -33.7% | +33.5% | -67.3% | -38.9% |
| 5Y | -15.0% | +174.8% | -189.8% | -34.6% |
| 10Y | +385.2% | +330.4% | +54.8% | +232.8% |
| All | +13,994.5% | +4,938.9% | +9,055.6% | +6,756.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling