-35.3%
CPRT vs AS
+123.4%
-158.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.4% | -4.9% | +4.5% | +0.3% |
| 30D | +21.2% | +3.9% | +17.3% | +20.5% |
| 3M | +8.3% | -9.6% | +17.9% | +9.7% |
| 6M | -3.4% | -8.7% | +5.3% | -2.3% |
| YTD | -18.7% | -19.8% | +1.1% | -16.8% |
| 1Y | -23.5% | -1.5% | -22.0% | -23.8% |
| All | -35.3% | +123.4% | -158.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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