-17.1%
CPRT vs ACM
-2.7%
-14.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.0% | +5.4% | +0.7% | +3.8% |
| 30D | +20.0% | +15.1% | +4.9% | +13.4% |
| 3M | +10.1% | -10.5% | +20.6% | +14.5% |
| 6M | -4.3% | -19.7% | +15.4% | +3.5% |
| YTD | -18.4% | -28.8% | +10.4% | -7.3% |
| 1Y | -20.1% | -47.9% | +27.8% | +4.3% |
| 3Y | -30.4% | -12.4% | -18.0% | -32.2% |
| All | -17.1% | -2.7% | -14.4% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling