+667.7%
CPRT vs ARMK
+350.8%
+316.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +2.2% | -2.4% | +4.6% | +2.9% |
| 30D | +16.6% | 0.0% | +16.6% | +16.4% |
| 3M | +9.6% | +6.7% | +2.9% | +7.4% |
| 6M | -11.1% | +38.8% | -49.9% | -19.6% |
| YTD | -13.9% | +55.2% | -69.1% | -24.5% |
| 1Y | -32.5% | +46.6% | -79.1% | -40.0% |
| 3Y | -25.0% | +112.9% | -137.9% | -41.2% |
| 5Y | -7.4% | +144.0% | -151.3% | -30.8% |
| 10Y | +422.0% | +132.4% | +289.6% | +275.9% |
| All | +667.7% | +350.8% | +316.8% | +399.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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