-18.7%
CPRT vs AU
+381.3%
-400.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| YTD | -18.7% | +4.8% | -23.5% | -19.4% |
| 1Y | -23.5% | +11.9% | -35.4% | -24.5% |
| 3Y | -34.2% | +513.8% | -548.0% | -42.6% |
| All | -18.7% | +381.3% | -400.0% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling