+20,905.1%
CPRT vs AIG
-45.8%
+20,950.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.5% | +2.0% | -3.5% | -1.8% |
| 30D | +21.4% | +6.3% | +15.0% | +20.4% |
| 3M | +10.4% | +9.2% | +1.2% | +9.1% |
| 6M | -4.3% | +9.5% | -13.8% | -5.5% |
| YTD | -18.3% | -1.6% | -16.6% | -18.2% |
| 1Y | -22.5% | +8.5% | -30.9% | -23.5% |
| 3Y | -34.3% | +38.3% | -72.7% | -37.4% |
| 5Y | -17.8% | +59.0% | -76.8% | -23.3% |
| 10Y | +373.5% | +67.8% | +305.6% | +323.7% |
| All | +20,905.1% | -45.8% | +20,950.9% | +22,909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling