+386.7%
CPRT vs ADM
+100.2%
+286.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +1.6% | -7.8% | +9.5% | +3.8% |
| 30D | +18.8% | -12.6% | +31.4% | +23.0% |
| 3M | +9.4% | -8.2% | +17.6% | +11.5% |
| 6M | -4.4% | -8.9% | +4.5% | -2.9% |
| YTD | -17.1% | +24.0% | -41.1% | -23.6% |
| 1Y | -19.9% | +26.2% | -46.0% | -26.7% |
| 3Y | -30.5% | +7.0% | -37.5% | -35.0% |
| 5Y | -15.9% | +24.9% | -40.8% | -30.8% |
| 10Y | +386.7% | +102.6% | +284.0% | +183.0% |
| All | +386.7% | +100.2% | +286.5% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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