-14.1%
CPRT vs AUR
-36.2%
+22.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.8% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | +4.6% | -8.9% | +13.5% | +5.3% |
| 3M | -1.9% | +4.6% | -6.6% | -2.7% |
| 6M | -15.3% | +44.9% | -60.2% | -18.9% |
| YTD | -21.5% | +64.8% | -86.3% | -25.9% |
| 1Y | -36.6% | +16.4% | -53.0% | -38.6% |
| 3Y | -31.2% | +85.1% | -116.3% | -40.8% |
| 5Y | -14.1% | -36.1% | +22.0% | -26.0% |
| All | -14.1% | -36.2% | +22.1% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling