+387.6%
CPRT vs ATI
+1,155.5%
-767.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.4% |
| 7D | -8.4% | -2.7% | -5.7% | -8.0% |
| 30D | +4.6% | -13.5% | +18.1% | +6.9% |
| 3M | -1.9% | +8.5% | -10.5% | -3.8% |
| 6M | -15.3% | +25.2% | -40.5% | -19.3% |
| YTD | -21.5% | +73.4% | -94.9% | -29.4% |
| 1Y | -36.6% | +160.5% | -197.1% | -47.2% |
| 3Y | -31.2% | +347.3% | -378.5% | -49.4% |
| 5Y | -14.1% | +1,049.0% | -1,063.1% | -47.9% |
| All | +387.6% | +1,155.5% | -767.9% | +160.8% |
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