+385.2%
CPRT vs AG
+64.1%
+321.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.1% |
| 7D | +4.0% | +6.0% | -2.0% | +3.6% |
| 30D | +18.2% | -13.5% | +31.8% | +19.1% |
| 3M | +9.2% | -20.7% | +29.8% | +10.5% |
| 6M | -4.8% | -31.5% | +26.7% | -3.2% |
| YTD | -17.5% | -10.1% | -7.3% | -18.1% |
| 1Y | -22.0% | +26.0% | -48.0% | -24.3% |
| 3Y | -33.7% | +228.9% | -262.6% | -41.2% |
| 5Y | -15.0% | +8.7% | -23.6% | -20.6% |
| 10Y | +385.2% | +71.9% | +313.3% | +317.5% |
| All | +385.2% | +64.1% | +321.1% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling