-40.5%
CPRT vs ADVB
-97.5%
+57.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -1.6% |
| 7D | +6.0% | -13.9% | +20.0% | +6.0% |
| 30D | +20.0% | -68.1% | +88.1% | +19.7% |
| 3M | +10.1% | -73.4% | +83.5% | +9.8% |
| 6M | -4.3% | -70.8% | +66.5% | -5.1% |
| YTD | -18.4% | -66.1% | +47.7% | -19.5% |
| 1Y | -20.1% | -77.5% | +57.4% | -21.0% |
| All | -40.5% | -97.5% | +57.0% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling