+14,956.4%
CPRT vs AU
+793.6%
+14,162.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +2.2% | -3.6% | +5.9% | +2.4% |
| 30D | +16.6% | +23.9% | -7.2% | +15.3% |
| 3M | +9.6% | +19.1% | -9.5% | +8.3% |
| 6M | -11.1% | -0.2% | -11.0% | -11.5% |
| YTD | -13.9% | +32.5% | -46.3% | -15.8% |
| 1Y | -32.5% | +96.9% | -129.5% | -35.6% |
| 3Y | -25.0% | +614.7% | -639.8% | -34.3% |
| 5Y | -7.4% | +647.7% | -655.1% | -20.0% |
| 10Y | +422.0% | +679.2% | -257.2% | +338.0% |
| All | +14,956.4% | +793.6% | +14,162.8% | +11,909.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling