+374.9%
CPRT vs AU
+699.0%
-324.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -11.2% | -4.3% | -6.9% | -11.0% |
| 30D | +3.3% | +7.3% | -4.0% | +2.9% |
| 3M | -3.6% | +26.3% | -29.9% | -4.7% |
| 6M | -15.8% | +1.8% | -17.5% | -16.1% |
| YTD | -23.5% | +26.8% | -50.3% | -24.8% |
| 1Y | -38.8% | +66.7% | -105.4% | -40.8% |
| 3Y | -33.4% | +579.1% | -612.5% | -41.2% |
| 5Y | -16.4% | +689.3% | -705.7% | -27.9% |
| All | +374.9% | +699.0% | -324.0% | +343.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling