-30.4%
CPRT vs ATI
+320.9%
-351.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -1.9% |
| 7D | +6.0% | +6.2% | -0.1% | +5.6% |
| 30D | +20.0% | -7.1% | +27.1% | +20.4% |
| 3M | +10.1% | -21.3% | +31.5% | +11.8% |
| 6M | -4.3% | +6.5% | -10.8% | -6.0% |
| YTD | -18.4% | +53.2% | -71.6% | -23.7% |
| 1Y | -20.1% | +82.7% | -102.8% | -27.1% |
| 3Y | -30.4% | +314.3% | -344.7% | -45.8% |
| All | -30.4% | +320.9% | -351.3% | -45.8% |
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 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