-5.7%
CPRT vs ADM
+62.5%
-68.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +2.2% | +3.8% | -1.6% | +1.9% |
| 30D | +16.6% | +9.8% | +6.9% | +15.6% |
| 3M | +9.6% | +2.1% | +7.5% | +9.3% |
| 6M | -11.1% | +27.5% | -38.6% | -13.6% |
| YTD | -13.9% | +50.2% | -64.1% | -17.9% |
| 1Y | -32.5% | +40.6% | -73.1% | -35.2% |
| 3Y | -25.0% | +17.2% | -42.3% | -27.0% |
| All | -5.7% | +62.5% | -68.2% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling