-17.1%
CPRT vs ACI
-43.3%
+26.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.2% |
| 7D | +6.0% | -2.2% | +8.3% | +6.4% |
| 30D | +20.0% | +10.3% | +9.7% | +18.7% |
| 3M | +10.1% | +7.2% | +2.9% | +9.3% |
| 6M | -4.3% | -18.0% | +13.7% | -2.9% |
| YTD | -18.4% | -22.0% | +3.6% | -16.9% |
| 1Y | -20.1% | -23.4% | +3.3% | -18.5% |
| 3Y | -30.4% | -35.8% | +5.4% | -27.8% |
| All | -17.1% | -43.3% | +26.2% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling