-24.4%
CPRT vs ATI
+373.5%
-397.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.2% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | +16.6% | +2.7% | +13.9% | +16.2% |
| 3M | +9.6% | +16.3% | -6.7% | +7.4% |
| 6M | -11.1% | +30.2% | -41.3% | -14.3% |
| YTD | -13.9% | +83.6% | -97.4% | -20.9% |
| 1Y | -32.5% | +173.0% | -205.5% | -41.9% |
| All | -24.4% | +373.5% | -397.9% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling