-9.8%
CPRT vs AGI
+392.7%
-402.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.9% |
| 7D | -0.4% | +2.2% | -2.6% | -0.6% |
| 30D | +8.2% | +11.3% | -3.0% | +7.1% |
| 3M | +2.3% | +5.6% | -3.3% | +1.5% |
| 6M | -14.7% | -27.7% | +12.9% | -12.7% |
| YTD | -18.2% | -4.1% | -14.1% | -18.6% |
| 1Y | -33.4% | +13.8% | -47.2% | -35.1% |
| 3Y | -28.3% | +217.0% | -245.4% | -38.9% |
| 5Y | -9.8% | +404.3% | -414.2% | -27.0% |
| All | -9.8% | +392.7% | -402.5% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling