-25.4%
CPRT vs ACM
-21.7%
-3.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | -3.7% | +6.0% | +3.4% |
| 30D | +16.6% | -11.1% | +27.7% | +20.6% |
| 3M | +9.6% | -8.0% | +17.6% | +11.9% |
| 6M | -11.1% | -29.7% | +18.5% | -0.8% |
| YTD | -13.9% | -29.4% | +15.5% | -4.1% |
| 1Y | -32.5% | -46.4% | +13.9% | -17.5% |
| All | -25.4% | -21.7% | -3.7% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling