-23.9%
CPRT vs ACI
-18.4%
-5.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.5% | +1.5% | +4.6% |
| 7D | +12.6% | +4.5% | +8.2% | +12.1% |
| 30D | +18.0% | +20.9% | -2.9% | +16.1% |
| 3M | +11.0% | +15.2% | -4.3% | +9.6% |
| 6M | -2.0% | -13.3% | +11.3% | -3.7% |
| YTD | -16.7% | -16.2% | -0.5% | -19.1% |
| 1Y | -23.9% | -16.9% | -7.0% | -26.1% |
| All | -23.9% | -18.4% | -5.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling