+69.4%
CPRT vs ACI
+25.9%
+43.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | +16.6% | +5.9% | +10.7% | +16.1% |
| 3M | +9.6% | -19.8% | +29.4% | +11.0% |
| 6M | -11.1% | -24.7% | +13.6% | -9.6% |
| YTD | -13.9% | -24.4% | +10.5% | -12.5% |
| 1Y | -32.5% | -31.5% | -1.0% | -31.0% |
| 3Y | -25.0% | -38.7% | +13.7% | -22.9% |
| 5Y | -7.4% | -42.8% | +35.4% | -5.4% |
| All | +69.4% | +25.9% | +43.5% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling