+633.6%
CPRT vs ARES
+1,196.0%
-562.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.2% | -1.7% | +3.9% | +2.8% |
| 30D | +16.6% | +0.3% | +16.4% | +16.3% |
| 3M | +9.6% | +8.5% | +1.1% | +6.1% |
| 6M | -11.1% | +23.5% | -34.6% | -18.1% |
| YTD | -13.9% | -11.2% | -2.6% | -12.5% |
| 1Y | -32.5% | -19.3% | -13.2% | -29.7% |
| 3Y | -25.0% | +48.7% | -73.7% | -38.6% |
| 5Y | -7.4% | +106.5% | -113.9% | -33.8% |
| 10Y | +422.0% | +1,055.3% | -633.4% | +153.4% |
| All | +633.6% | +1,196.0% | -562.3% | +238.8% |
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