+386.7%
CPRT vs ARWR
+921.6%
-534.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.3% | +16.9% | +3.0% |
| 7D | +1.6% | -17.3% | +19.0% | +3.3% |
| 30D | +18.8% | -21.5% | +40.3% | +21.3% |
| 3M | +9.4% | -43.8% | +53.2% | +15.2% |
| 6M | -4.4% | -32.3% | +27.9% | -1.6% |
| YTD | -17.1% | -25.8% | +8.7% | -15.9% |
| 1Y | -19.9% | +25.5% | -45.4% | -23.5% |
| 3Y | -30.5% | +84.1% | -114.6% | -39.4% |
| 5Y | -15.9% | -39.2% | +23.3% | -20.6% |
| 10Y | +386.7% | +1,072.4% | -685.7% | +264.7% |
| All | +386.7% | +921.6% | -534.9% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling