-2.7%
CPRT vs AUR
-35.7%
+33.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -11.2% | +1.4% | -12.6% | -11.3% |
| 30D | +3.3% | -6.4% | +9.7% | +3.7% |
| 3M | -3.6% | +7.7% | -11.3% | -4.6% |
| 6M | -15.8% | +44.5% | -60.2% | -19.3% |
| YTD | -23.5% | +67.4% | -90.9% | -27.9% |
| 1Y | -38.8% | +15.4% | -54.2% | -40.6% |
| 3Y | -33.4% | +94.8% | -128.3% | -43.0% |
| 5Y | -16.4% | -35.1% | +18.8% | -27.7% |
| All | -2.7% | -35.7% | +33.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling