-24.4%
CPRT vs ARWR
+197.7%
-222.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | +1.7% | +0.5% | +2.1% |
| 30D | +16.6% | -0.7% | +17.3% | +16.7% |
| 3M | +9.6% | +14.9% | -5.3% | +8.7% |
| 6M | -11.1% | +32.6% | -43.7% | -12.7% |
| YTD | -13.9% | +30.0% | -43.9% | -15.5% |
| 1Y | -32.5% | +208.4% | -240.9% | -37.7% |
| All | -24.4% | +197.7% | -222.1% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling