-17.8%
CPRT vs AR
+101.6%
-119.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -1.5% | +6.4% | -7.9% | -2.1% |
| 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% | -5.3% |
| YTD | -18.3% | +12.3% | -30.6% | -19.8% |
| 1Y | -22.5% | +12.3% | -34.8% | -24.1% |
| 3Y | -34.3% | +50.4% | -84.8% | -38.7% |
| 5Y | -17.8% | +101.0% | -118.8% | -29.2% |
| All | -17.8% | +101.6% | -119.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling