-27.1%
CPRT vs ARES
+47.3%
-74.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +9.9% | +1.3% | +8.6% | +9.4% |
| 3M | +5.6% | +10.4% | -4.7% | +2.9% |
| 6M | -13.6% | +29.0% | -42.6% | -19.3% |
| YTD | -16.7% | -12.2% | -4.5% | -15.1% |
| 1Y | -33.1% | -18.4% | -14.7% | -30.8% |
| 3Y | -27.1% | +43.2% | -70.2% | -39.9% |
| All | -27.1% | +47.3% | -74.3% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling