+363.9%
CPRT vs ATI
+1,002.4%
-638.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -1.5% | +13.0% | -14.4% | -3.4% |
| 30D | +21.4% | +0.2% | +21.2% | +20.9% |
| 3M | +10.4% | -17.5% | +27.9% | +13.1% |
| 6M | -4.3% | +18.1% | -22.4% | -8.1% |
| YTD | -18.3% | +65.7% | -84.0% | -26.4% |
| 1Y | -22.5% | +91.9% | -114.4% | -32.0% |
| 3Y | -34.3% | +335.2% | -369.6% | -51.8% |
| 5Y | -17.8% | +1,004.3% | -1,022.1% | -50.1% |
| All | +363.9% | +1,002.4% | -638.4% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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