-38.8%
CPRT vs AU
+72.0%
-110.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.1% |
| 3M | -3.6% | +26.3% | -29.9% | -3.7% |
| 6M | -15.8% | +1.8% | -17.5% | -15.9% |
| YTD | -23.5% | +26.8% | -50.3% | -23.1% |
| 1Y | -38.8% | +66.7% | -105.4% | -40.0% |
| All | -38.8% | +72.0% | -110.7% | -40.0% |
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