-33.1%
CPRT vs ATI
+166.0%
-199.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.4% |
| 7D | +0.4% | +3.2% | -2.8% | +0.6% |
| 30D | +9.9% | -9.0% | +18.9% | +9.2% |
| 3M | +5.6% | +15.1% | -9.4% | +6.0% |
| 6M | -13.6% | +38.1% | -51.7% | -13.5% |
| YTD | -16.7% | +80.7% | -97.4% | -16.2% |
| 1Y | -33.1% | +167.5% | -200.6% | -33.5% |
| All | -33.1% | +166.0% | -199.2% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling