-31.7%
CPRT vs AU
+574.0%
-605.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -3.8% |
| 7D | -8.4% | -7.0% | -1.5% | -8.1% |
| 30D | +4.6% | +7.3% | -2.7% | +4.3% |
| 3M | -1.9% | +33.2% | -35.2% | -2.9% |
| 6M | -15.3% | -0.6% | -14.7% | -15.5% |
| YTD | -21.5% | +26.2% | -47.6% | -22.4% |
| 1Y | -36.6% | +68.3% | -104.9% | -38.3% |
| All | -31.7% | +574.0% | -605.7% | -39.8% |
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 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