-33.4%
CPRT vs AJG
+8.2%
-41.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.2% |
| 7D | -11.2% | -8.3% | -2.9% | -8.5% |
| 30D | +3.3% | -5.7% | +9.0% | +5.3% |
| 3M | -3.6% | +9.1% | -12.7% | -6.2% |
| 6M | -15.8% | +15.2% | -31.0% | -19.6% |
| YTD | -23.5% | -6.3% | -17.2% | -22.6% |
| 1Y | -38.8% | -19.1% | -19.6% | -35.2% |
| 3Y | -33.4% | +8.2% | -41.7% | -39.8% |
| All | -33.4% | +8.2% | -41.6% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling