-32.5%
CPRT vs AU
+100.5%
-133.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +2.2% | -3.6% | +5.9% | +2.3% |
| 30D | +16.6% | +23.9% | -7.2% | +16.1% |
| 3M | +9.6% | +19.1% | -9.5% | +9.3% |
| 6M | -11.1% | -0.2% | -11.0% | -11.5% |
| YTD | -13.9% | +32.5% | -46.3% | -13.6% |
| 1Y | -32.5% | +96.9% | -129.5% | -34.8% |
| All | -32.5% | +100.5% | -133.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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