+387.4%
CPRT vs ARES
+1,271.9%
-884.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.1% |
| 7D | +1.6% | +5.0% | -3.4% | -0.1% |
| 30D | +18.8% | +19.1% | -0.3% | +11.8% |
| 3M | +9.4% | +3.1% | +6.3% | +7.9% |
| 6M | -4.4% | +12.9% | -17.2% | -9.3% |
| YTD | -17.1% | -10.7% | -6.5% | -15.9% |
| 1Y | -19.9% | -5.5% | -14.4% | -20.7% |
| 3Y | -30.5% | +45.0% | -75.5% | -44.7% |
| 5Y | -15.9% | +87.4% | -103.3% | -41.9% |
| All | +387.4% | +1,271.9% | -884.4% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling