-28.8%
CPRT vs AON
-6.9%
-22.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.5% |
| 7D | -0.4% | -7.9% | +7.5% | +2.4% |
| 30D | +8.2% | -14.6% | +22.9% | +14.0% |
| 3M | +2.3% | -7.9% | +10.2% | +5.0% |
| 6M | -14.7% | -8.0% | -6.7% | -12.6% |
| YTD | -18.2% | -13.2% | -5.0% | -14.7% |
| 1Y | -33.4% | -16.4% | -16.9% | -29.7% |
| All | -28.8% | -6.9% | -22.0% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling