+7,074.7%
CPRT vs ATI
+915.7%
+6,159.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -2.4% |
| 7D | +6.0% | +6.2% | -0.1% | +4.9% |
| 30D | +20.0% | -7.1% | +27.1% | +21.1% |
| 3M | +10.1% | -21.3% | +31.5% | +14.1% |
| 6M | -4.3% | +6.5% | -10.8% | -6.7% |
| YTD | -18.4% | +53.2% | -71.6% | -25.9% |
| 1Y | -20.1% | +82.7% | -102.8% | -29.8% |
| 3Y | -30.4% | +314.3% | -344.7% | -48.9% |
| 5Y | -17.0% | +890.9% | -907.9% | -49.3% |
| 10Y | +403.2% | +1,142.3% | -739.1% | +160.3% |
| All | +7,074.7% | +915.7% | +6,159.0% | +2,187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling