+6,195.4%
CPRT vs AGI
+5,459.2%
+736.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +16.6% | +18.2% | -1.6% | +16.0% |
| 3M | +9.6% | -4.1% | +13.7% | +9.6% |
| 6M | -11.1% | -28.7% | +17.6% | -10.3% |
| YTD | -13.9% | -4.0% | -9.9% | -14.0% |
| 1Y | -32.5% | +17.4% | -49.9% | -33.1% |
| 3Y | -25.0% | +203.0% | -228.1% | -28.1% |
| 5Y | -7.4% | +376.7% | -384.0% | -12.7% |
| 10Y | +422.0% | +407.5% | +14.5% | +385.1% |
| All | +6,195.4% | +5,459.2% | +736.3% | +5,924.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling