-33.1%
CPRT vs ADM
+38.4%
-71.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +9.9% | +11.0% | -1.1% | +10.4% |
| 3M | +5.6% | +6.0% | -0.4% | +5.8% |
| 6M | -13.6% | +26.9% | -40.5% | -14.7% |
| YTD | -16.7% | +50.0% | -66.7% | -18.8% |
| 1Y | -33.1% | +39.6% | -72.7% | -34.6% |
| All | -33.1% | +38.4% | -71.5% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling