-33.1%
CPRT vs AR
+17.5%
-50.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | +0.4% | -1.8% | +2.2% | +0.5% |
| 30D | +9.9% | +12.6% | -2.7% | +9.4% |
| 3M | +5.6% | +10.0% | -4.4% | +5.2% |
| 6M | -13.6% | +0.6% | -14.3% | -14.0% |
| YTD | -16.7% | +13.4% | -30.1% | -17.8% |
| 1Y | -33.1% | +21.7% | -54.8% | -34.8% |
| All | -33.1% | +17.5% | -50.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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