-34.3%
CPRT vs AS
+137.8%
-172.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.2% |
| 7D | +4.0% | +4.5% | -0.5% | +3.3% |
| 30D | +18.2% | +13.2% | +5.0% | +16.2% |
| 3M | +9.2% | -11.9% | +21.1% | +10.8% |
| 6M | -4.8% | -11.6% | +6.7% | -3.6% |
| YTD | -17.5% | -14.7% | -2.8% | -16.3% |
| 1Y | -22.0% | +5.7% | -27.7% | -23.1% |
| All | -34.3% | +137.8% | -172.1% | -43.1% |
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