-35.1%
CPRT vs AS
+134.9%
-169.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +6.0% | +6.9% | -0.9% | +5.1% |
| 30D | +20.0% | +16.0% | +4.0% | +17.6% |
| 3M | +10.1% | -12.8% | +23.0% | +12.0% |
| 6M | -4.3% | -15.4% | +11.1% | -2.5% |
| YTD | -18.4% | -15.7% | -2.6% | -17.0% |
| 1Y | -20.1% | +6.1% | -26.2% | -21.2% |
| All | -35.1% | +134.9% | -169.9% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling