-17.1%
CPRT vs ARWR
-28.9%
+11.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.8% |
| 7D | +6.0% | -2.9% | +8.9% | +6.3% |
| 30D | +20.0% | -5.4% | +25.4% | +20.6% |
| 3M | +10.1% | -32.2% | +42.4% | +14.4% |
| 6M | -4.3% | -26.5% | +22.2% | -2.0% |
| YTD | -18.4% | -12.4% | -6.0% | -18.5% |
| 1Y | -20.1% | +46.9% | -67.0% | -25.5% |
| 3Y | -30.4% | +116.0% | -146.4% | -42.6% |
| All | -17.1% | -28.9% | +11.8% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling