-18.7%
CPRT vs ARES
+82.0%
-100.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -0.4% | +0.5% | -0.8% | -0.6% |
| 30D | +21.2% | +19.7% | +1.5% | +14.4% |
| 3M | +8.3% | -9.0% | +17.3% | +11.4% |
| 6M | -3.4% | +11.5% | -14.9% | -7.7% |
| YTD | -18.7% | -13.8% | -4.9% | -16.2% |
| 1Y | -23.5% | -5.6% | -17.9% | -24.1% |
| 3Y | -34.2% | +36.1% | -70.3% | -47.6% |
| All | -18.7% | +82.0% | -100.6% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling