+387.6%
CPRT vs AGI
+388.9%
-1.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.8% |
| 7D | -8.4% | -5.3% | -3.2% | -8.1% |
| 30D | +4.6% | +6.8% | -2.2% | +4.2% |
| 3M | -1.9% | +8.3% | -10.3% | -2.5% |
| 6M | -15.3% | -29.2% | +13.9% | -14.1% |
| YTD | -21.5% | -7.3% | -14.2% | -21.5% |
| 1Y | -36.6% | +8.0% | -44.7% | -37.3% |
| 3Y | -31.2% | +206.6% | -237.8% | -35.7% |
| 5Y | -14.1% | +398.1% | -412.3% | -21.7% |
| All | +387.6% | +388.9% | -1.3% | +359.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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