-9.8%
CPRT vs AON
+9.3%
-19.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.1% |
| 7D | -0.4% | -7.9% | +7.5% | +3.6% |
| 30D | +8.2% | -14.6% | +22.9% | +16.3% |
| 3M | +2.3% | -7.9% | +10.2% | +5.9% |
| 6M | -14.7% | -8.0% | -6.7% | -12.0% |
| YTD | -18.2% | -13.2% | -5.0% | -13.4% |
| 1Y | -33.4% | -16.4% | -16.9% | -28.2% |
| 3Y | -28.3% | -6.7% | -21.7% | -28.4% |
| 5Y | -9.8% | +8.0% | -17.9% | -23.8% |
| All | -9.8% | +9.3% | -19.1% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling