-4.3%
CPRT vs ACM
-20.8%
+16.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.0% | +5.4% | +0.7% | +4.6% |
| 30D | +20.0% | +15.1% | +4.9% | +16.0% |
| 3M | +10.1% | -10.5% | +20.6% | +10.4% |
| 6M | -4.3% | -19.7% | +15.4% | -7.1% |
| All | -4.3% | -20.8% | +16.5% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling