+415.3%
CPRT vs AG
+57.4%
+357.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.3% |
| 7D | +0.4% | +4.5% | -4.1% | +0.1% |
| 30D | +9.9% | +12.9% | -2.9% | +9.1% |
| 3M | +5.6% | +20.9% | -15.3% | +4.2% |
| 6M | -13.6% | -19.5% | +5.9% | -13.0% |
| YTD | -16.7% | +24.8% | -41.5% | -18.8% |
| 1Y | -33.1% | +120.2% | -153.4% | -37.5% |
| 3Y | -27.1% | +279.0% | -306.1% | -36.0% |
| 5Y | -9.9% | +67.9% | -77.8% | -18.0% |
| 10Y | +415.3% | +57.5% | +357.8% | +375.3% |
| All | +415.3% | +57.4% | +357.9% | +375.3% |
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