+732.8%
CPRT vs AR
-27.2%
+760.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.2% | +2.5% | -0.3% | +2.0% |
| 30D | +16.6% | +14.8% | +1.8% | +15.3% |
| 3M | +9.6% | +6.2% | +3.4% | +9.0% |
| 6M | -11.1% | +4.3% | -15.4% | -11.7% |
| YTD | -13.9% | +14.4% | -28.2% | -15.1% |
| 1Y | -32.5% | +21.3% | -53.9% | -33.9% |
| 3Y | -25.0% | +39.8% | -64.8% | -28.2% |
| 5Y | -7.4% | +142.1% | -149.5% | -16.4% |
| 10Y | +422.0% | +52.0% | +369.9% | +356.0% |
| All | +732.8% | -27.2% | +760.1% | +689.0% |
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