+361.5%
CPRT vs AIG
+67.5%
+294.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.4% | +6.6% | -6.9% | -2.7% |
| 30D | +21.2% | +7.0% | +14.2% | +18.3% |
| 3M | +8.3% | +9.7% | -1.4% | +4.8% |
| 6M | -3.4% | +10.8% | -14.2% | -6.9% |
| YTD | -18.7% | -1.3% | -17.4% | -18.8% |
| 1Y | -23.5% | +8.4% | -31.9% | -26.2% |
| 3Y | -34.2% | +39.0% | -73.2% | -42.6% |
| 5Y | -18.2% | +59.6% | -77.8% | -33.4% |
| All | +361.5% | +67.5% | +294.0% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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