+361.5%
CPRT vs ACWI
+224.5%
+137.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.3% |
| 7D | -0.4% | +2.4% | -2.8% | -2.7% |
| 30D | +21.2% | -1.7% | +22.8% | +22.8% |
| 3M | +8.3% | -3.9% | +12.2% | +12.1% |
| 6M | -3.4% | +0.8% | -4.2% | -5.4% |
| YTD | -18.7% | +11.0% | -29.7% | -28.3% |
| 1Y | -23.5% | +13.1% | -36.6% | -34.0% |
| 3Y | -34.2% | +73.9% | -108.0% | -64.6% |
| 5Y | -18.2% | +59.0% | -77.2% | -51.1% |
| All | +361.5% | +224.5% | +137.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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