+21,102.0%
CPRT vs ADM
+1,111.6%
+19,990.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.0% | -1.8% | +5.8% | +4.4% |
| 30D | +18.2% | -13.3% | +31.5% | +21.6% |
| 3M | +9.2% | -13.4% | +22.5% | +12.1% |
| 6M | -4.8% | -9.6% | +4.8% | -3.5% |
| YTD | -17.5% | +23.0% | -40.5% | -21.8% |
| 1Y | -22.0% | +27.4% | -49.4% | -26.7% |
| 3Y | -33.7% | +5.7% | -39.4% | -36.6% |
| 5Y | -15.0% | +22.1% | -37.0% | -22.5% |
| 10Y | +385.2% | +106.0% | +279.2% | +289.0% |
| All | +21,102.0% | +1,111.6% | +19,990.4% | +12,842.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling