-20.1%
CPRT vs ADVB
-77.7%
+57.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -1.6% |
| 7D | +6.0% | -13.9% | +20.0% | +5.9% |
| 30D | +20.0% | -68.1% | +88.1% | +19.1% |
| 3M | +10.1% | -73.4% | +83.5% | +9.2% |
| 6M | -4.3% | -70.8% | +66.5% | -5.3% |
| YTD | -18.4% | -66.1% | +47.7% | -20.0% |
| 1Y | -20.1% | -77.5% | +57.4% | -24.2% |
| All | -20.1% | -77.7% | +57.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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