-34.2%
CPRT vs AU
+507.6%
-541.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.4% | -7.2% | +6.8% | 0.0% |
| 30D | +21.2% | -2.9% | +24.0% | +21.2% |
| 3M | +8.3% | -8.7% | +17.0% | +8.7% |
| 6M | -3.4% | -14.1% | +10.8% | -2.8% |
| YTD | -18.7% | +4.8% | -23.5% | -19.3% |
| 1Y | -23.5% | +11.9% | -35.4% | -24.4% |
| 3Y | -34.2% | +513.8% | -548.0% | -44.7% |
| All | -34.2% | +507.6% | -541.8% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling