+1,619.5%
CPRT vs AG
+294.5%
+1,325.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.7% |
| 7D | +6.0% | +6.3% | -0.3% | +5.6% |
| 30D | +20.0% | -8.9% | +29.0% | +20.6% |
| 3M | +10.1% | -12.2% | +22.3% | +10.8% |
| 6M | -4.3% | -28.3% | +24.0% | -2.9% |
| YTD | -18.4% | -8.8% | -9.6% | -19.0% |
| 1Y | -20.1% | +39.4% | -59.4% | -23.0% |
| 3Y | -30.4% | +229.4% | -259.8% | -38.1% |
| 5Y | -17.0% | +14.5% | -31.5% | -22.4% |
| 10Y | +403.2% | +82.7% | +320.5% | +332.4% |
| All | +1,619.5% | +294.5% | +1,325.0% | +1,026.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling