-23.9%
CPRT vs ARES
-9.0%
-14.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.1% | -1.1% | +3.8% |
| 7D | +12.6% | +10.5% | +2.1% | +10.6% |
| 30D | +18.0% | +16.8% | +1.1% | +14.8% |
| 3M | +11.0% | -3.2% | +14.2% | +10.8% |
| 6M | -2.0% | +16.4% | -18.4% | -5.0% |
| YTD | -16.7% | -12.4% | -4.3% | -16.7% |
| 1Y | -23.9% | -6.9% | -17.0% | -23.8% |
| All | -23.9% | -9.0% | -14.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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