+1,714.7%
CPRT vs AG
+445.6%
+1,269.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +16.6% | +19.2% | -2.5% | +15.3% |
| 3M | +9.6% | +6.2% | +3.4% | +8.8% |
| 6M | -11.1% | -26.7% | +15.6% | -10.0% |
| YTD | -13.9% | +26.1% | -40.0% | -16.1% |
| 1Y | -32.5% | +131.7% | -164.2% | -37.1% |
| 3Y | -25.0% | +255.3% | -280.4% | -33.6% |
| 5Y | -7.4% | +61.9% | -69.3% | -15.3% |
| 10Y | +422.0% | +72.0% | +350.0% | +350.3% |
| All | +1,714.7% | +445.6% | +1,269.1% | +1,067.7% |
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