-9.8%
CPRT vs AIG
+53.4%
-63.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | +8.2% | -3.3% | +11.6% | +9.5% |
| 3M | +2.3% | +2.2% | +0.1% | +1.4% |
| 6M | -14.7% | -2.1% | -12.6% | -14.3% |
| YTD | -18.2% | -11.2% | -7.0% | -15.1% |
| 1Y | -33.4% | -2.1% | -31.3% | -33.5% |
| 3Y | -28.3% | +34.4% | -62.7% | -37.2% |
| 5Y | -9.8% | +53.7% | -63.5% | -27.6% |
| All | -9.8% | +53.4% | -63.2% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling