-33.8%
CPRT vs AR
+48.5%
-82.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -1.5% | +6.4% | -7.9% | -2.0% |
| 30D | +21.4% | +3.1% | +18.2% | +20.8% |
| 3M | +10.4% | +3.3% | +7.1% | +9.8% |
| 6M | -4.3% | +6.6% | -10.9% | -5.2% |
| YTD | -18.3% | +12.3% | -30.6% | -19.8% |
| 1Y | -22.5% | +12.3% | -34.8% | -24.0% |
| All | -33.8% | +48.5% | -82.3% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling