-9.9%
CPRT vs AVTR
-63.6%
+53.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.8% |
| 7D | +0.4% | +7.4% | -7.0% | -1.3% |
| 30D | +9.9% | +12.2% | -2.3% | +7.0% |
| 3M | +5.6% | +57.4% | -51.7% | -5.3% |
| 6M | -13.6% | +86.7% | -100.3% | -25.9% |
| YTD | -16.7% | +33.1% | -49.8% | -23.0% |
| 1Y | -33.1% | +16.1% | -49.3% | -37.1% |
| 3Y | -27.1% | -24.6% | -2.4% | -26.5% |
| 5Y | -9.9% | -63.5% | +53.6% | +21.6% |
| All | -9.9% | -63.6% | +53.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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