-39.6%
CPRT vs ADVB
-97.4%
+57.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -2.0% | +1.6% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +18.8% | -61.4% | +80.2% | +18.5% |
| 3M | +9.4% | -67.8% | +77.2% | +9.1% |
| 6M | -4.4% | -66.9% | +62.5% | -5.2% |
| YTD | -17.1% | -64.9% | +47.8% | -18.3% |
| 1Y | -19.9% | -74.8% | +54.9% | -20.9% |
| All | -39.6% | -97.4% | +57.8% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling