+689.1%
CPRT vs AR
-33.4%
+722.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | +6.0% | -14.3% | +20.3% | +7.2% |
| 30D | +20.0% | +1.4% | +18.6% | +19.8% |
| 3M | +10.1% | +3.4% | +6.8% | +9.6% |
| 6M | -4.3% | -2.1% | -2.2% | -4.4% |
| YTD | -18.4% | +4.7% | -23.1% | -19.1% |
| 1Y | -20.1% | +10.6% | -30.7% | -21.2% |
| 3Y | -30.4% | +24.6% | -55.0% | -32.8% |
| 5Y | -17.0% | +71.9% | -88.9% | -23.1% |
| 10Y | +403.2% | +46.4% | +356.9% | +340.3% |
| All | +689.1% | -33.4% | +722.5% | +651.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling