+14,614.2%
CPRT vs ACGL
+4,429.2%
+10,184.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | +2.2% | -0.7% | +3.0% | +2.4% |
| 30D | +16.6% | -1.0% | +17.6% | +16.9% |
| 3M | +9.6% | +11.0% | -1.5% | +6.8% |
| 6M | -11.1% | -0.3% | -10.8% | -11.1% |
| YTD | -13.9% | +2.3% | -16.1% | -14.5% |
| 1Y | -32.5% | +6.4% | -38.9% | -33.7% |
| 3Y | -25.0% | +34.0% | -59.0% | -31.1% |
| 5Y | -7.4% | +161.6% | -169.0% | -27.9% |
| 10Y | +422.0% | +278.6% | +143.4% | +268.6% |
| All | +14,614.2% | +4,429.2% | +10,184.9% | +7,242.7% |
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