-18.7%
CPRT vs ARWR
-34.9%
+16.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | -0.4% | -17.8% | +17.5% | +1.5% |
| 30D | +21.2% | -18.1% | +39.3% | +23.4% |
| 3M | +8.3% | -44.2% | +52.5% | +14.5% |
| 6M | -3.4% | -38.6% | +35.3% | +0.7% |
| YTD | -18.7% | -28.0% | +9.3% | -17.3% |
| 1Y | -23.5% | +16.1% | -39.7% | -27.1% |
| 3Y | -34.2% | +84.0% | -118.1% | -45.3% |
| All | -18.7% | -34.9% | +16.2% | -25.4% |
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