+638.8%
CPRT vs ARMK
+334.6%
+304.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +0.4% |
| 7D | +1.6% | +0.9% | +0.7% | +1.2% |
| 30D | +18.8% | -0.4% | +19.1% | +18.5% |
| 3M | +9.4% | -2.0% | +11.4% | +9.4% |
| 6M | -4.4% | +22.0% | -26.3% | -10.5% |
| YTD | -17.1% | +49.6% | -66.7% | -26.9% |
| 1Y | -19.9% | +46.4% | -66.3% | -29.0% |
| 3Y | -30.5% | +103.2% | -133.7% | -44.9% |
| 5Y | -15.9% | +108.1% | -124.1% | -34.6% |
| 10Y | +386.7% | +129.4% | +257.3% | +250.3% |
| All | +638.8% | +334.6% | +304.1% | +383.7% |
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