+385.2%
CPRT vs ARWR
+1,055.7%
-670.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.0% | -17.7% | +21.7% | +5.8% |
| 30D | +18.2% | -21.9% | +40.1% | +20.8% |
| 3M | +9.2% | -44.5% | +53.7% | +15.0% |
| 6M | -4.8% | -32.6% | +27.8% | -2.0% |
| YTD | -17.5% | -26.2% | +8.7% | -16.3% |
| 1Y | -22.0% | +23.0% | -45.0% | -25.4% |
| 3Y | -33.7% | +81.8% | -115.5% | -42.1% |
| 5Y | -15.0% | -36.0% | +21.1% | -20.1% |
| 10Y | +385.2% | +1,039.5% | -654.4% | +263.6% |
| All | +385.2% | +1,055.7% | -670.5% | +263.6% |
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