+392.8%
CPRT vs AVAV
+361.4%
+31.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.5% | -12.1% | -3.0% |
| 7D | +6.0% | -10.6% | +16.6% | +7.3% |
| 30D | +20.0% | -18.8% | +38.8% | +22.8% |
| 3M | +10.1% | -34.1% | +44.2% | +15.4% |
| 6M | -4.3% | -35.3% | +31.0% | -0.6% |
| YTD | -18.4% | -53.4% | +35.0% | -13.0% |
| 1Y | -20.1% | -65.6% | +45.6% | -11.4% |
| 3Y | -30.4% | -5.1% | -25.3% | -37.4% |
| 5Y | -17.0% | +18.5% | -35.5% | -31.0% |
| All | +392.8% | +361.4% | +31.4% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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