+387.6%
CPRT vs AON
+209.9%
+177.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.5% |
| 7D | -8.4% | -5.9% | -2.5% | -5.8% |
| 30D | +4.6% | -13.7% | +18.3% | +11.6% |
| 3M | -1.9% | -8.3% | +6.3% | +1.7% |
| 6M | -15.3% | -3.6% | -11.7% | -14.5% |
| YTD | -21.5% | -12.4% | -9.1% | -17.3% |
| 1Y | -36.6% | -14.6% | -22.0% | -32.6% |
| 3Y | -31.2% | -5.7% | -25.5% | -31.5% |
| 5Y | -14.1% | +9.1% | -23.3% | -21.6% |
| All | +387.6% | +209.9% | +177.7% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling