-30.4%
CPRT vs ACM
-12.3%
-18.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.0% | +5.4% | +0.7% | +4.3% |
| 30D | +20.0% | +15.1% | +4.9% | +14.8% |
| 3M | +10.1% | -10.5% | +20.6% | +13.3% |
| 6M | -4.3% | -19.7% | +15.4% | +1.6% |
| YTD | -18.4% | -28.8% | +10.4% | -9.7% |
| 1Y | -20.1% | -47.9% | +27.8% | -1.6% |
| 3Y | -30.4% | -12.4% | -18.0% | -31.0% |
| All | -30.4% | -12.3% | -18.1% | -31.0% |
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