-37.0%
CPRT vs AHR
+357.7%
-394.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -0.4% | -4.3% | +3.9% | +0.2% |
| 30D | +8.2% | -3.1% | +11.3% | +8.7% |
| 3M | +2.3% | +15.7% | -13.4% | +0.5% |
| 6M | -14.7% | +4.1% | -18.8% | -15.3% |
| YTD | -18.2% | +15.4% | -33.6% | -19.9% |
| 1Y | -33.4% | +28.0% | -61.3% | -36.0% |
| All | -37.0% | +357.7% | -394.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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