-31.5%
CPRT vs AS
+120.4%
-151.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.1% |
| 7D | +2.2% | -4.9% | +7.1% | +2.9% |
| 30D | +16.6% | -19.6% | +36.2% | +20.0% |
| 3M | +9.6% | -14.4% | +24.0% | +11.8% |
| 6M | -11.1% | -20.1% | +9.0% | -8.8% |
| YTD | -13.9% | -20.9% | +7.1% | -11.6% |
| 1Y | -32.5% | -21.9% | -10.7% | -30.8% |
| All | -31.5% | +120.4% | -151.8% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling