-38.8%
CPRT vs AIG
-1.2%
-37.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | -11.2% | -1.2% | -10.0% | -10.9% |
| 30D | +3.3% | -1.1% | +4.4% | +3.6% |
| 3M | -3.6% | +0.7% | -4.3% | -3.7% |
| 6M | -15.8% | -2.2% | -13.6% | -15.5% |
| YTD | -23.5% | -10.8% | -12.7% | -22.2% |
| 1Y | -38.8% | -2.0% | -36.7% | -39.5% |
| All | -38.8% | -1.2% | -37.6% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling