+602.7%
CPRT vs ARES
+1,202.8%
-600.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +4.0% | +8.1% | -4.1% | +1.5% |
| 30D | +18.2% | +18.9% | -0.7% | +12.1% |
| 3M | +9.2% | +2.3% | +6.8% | +8.1% |
| 6M | -4.8% | +12.7% | -17.5% | -9.1% |
| YTD | -17.5% | -10.8% | -6.7% | -16.4% |
| 1Y | -22.0% | -5.3% | -16.7% | -22.7% |
| 3Y | -33.7% | +42.0% | -75.8% | -44.9% |
| 5Y | -15.0% | +88.3% | -103.3% | -37.6% |
| 10Y | +385.2% | +1,148.2% | -763.1% | +133.8% |
| All | +602.7% | +1,202.8% | -600.0% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling