+20,793.5%
CPRT vs AIG
-45.6%
+20,839.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.4% | +6.6% | -6.9% | -1.2% |
| 30D | +21.2% | +7.0% | +14.2% | +20.1% |
| 3M | +8.3% | +9.7% | -1.4% | +7.0% |
| 6M | -3.4% | +10.8% | -14.2% | -4.7% |
| YTD | -18.7% | -1.3% | -17.4% | -18.7% |
| 1Y | -23.5% | +8.4% | -31.9% | -24.5% |
| 3Y | -34.2% | +39.0% | -73.2% | -37.2% |
| 5Y | -18.2% | +59.6% | -77.8% | -23.7% |
| 10Y | +370.9% | +68.4% | +302.5% | +321.2% |
| All | +20,793.5% | -45.6% | +20,839.1% | +22,776.3% |
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