+386.7%
CPRT vs ACM
+147.1%
+239.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | -0.5% |
| 7D | +1.6% | +6.9% | -5.3% | -1.0% |
| 30D | +18.8% | +19.1% | -0.3% | +11.0% |
| 3M | +9.4% | -6.9% | +16.3% | +11.8% |
| 6M | -4.4% | -12.0% | +7.6% | -0.8% |
| YTD | -17.1% | -25.1% | +8.0% | -8.8% |
| 1Y | -19.9% | -45.4% | +25.5% | -0.5% |
| 3Y | -30.5% | -6.9% | -23.6% | -31.5% |
| 5Y | -15.9% | +3.7% | -19.7% | -21.3% |
| 10Y | +386.7% | +135.8% | +250.9% | +216.1% |
| All | +386.7% | +147.1% | +239.6% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling