-32.5%
CPRT vs AJG
-12.9%
-19.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | +2.2% | -1.8% | +4.0% | +2.8% |
| 30D | +16.6% | +4.6% | +12.0% | +14.6% |
| 3M | +9.6% | +24.9% | -15.3% | +2.4% |
| 6M | -11.1% | +17.2% | -28.3% | -16.0% |
| YTD | -13.9% | +2.2% | -16.0% | -16.9% |
| 1Y | -32.5% | -11.5% | -21.0% | -33.8% |
| All | -32.5% | -12.9% | -19.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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