+22,034.1%
CPRT vs ARWR
-93.4%
+22,127.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | +1.7% | +0.5% | +2.2% |
| 30D | +16.6% | -0.7% | +17.3% | +16.6% |
| 3M | +9.6% | +14.9% | -5.3% | +9.5% |
| 6M | -11.1% | +32.6% | -43.7% | -11.3% |
| YTD | -13.9% | +30.0% | -43.9% | -14.1% |
| 1Y | -32.5% | +208.4% | -240.9% | -33.1% |
| 3Y | -25.0% | +208.8% | -233.8% | -25.9% |
| 5Y | -7.4% | +27.8% | -35.2% | -8.1% |
| 10Y | +422.0% | +1,107.6% | -685.6% | +409.5% |
| All | +22,034.1% | -93.4% | +22,127.5% | +18,980.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling