+105.6%
CPRT vs AVTR
+1.7%
+103.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.8% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | +16.6% | +12.1% | +4.6% | +13.2% |
| 3M | +9.6% | +57.2% | -47.7% | -3.2% |
| 6M | -11.1% | +73.1% | -84.2% | -23.8% |
| YTD | -13.9% | +30.6% | -44.5% | -20.8% |
| 1Y | -32.5% | +13.5% | -46.0% | -36.6% |
| 3Y | -25.0% | -31.0% | +6.0% | -22.4% |
| 5Y | -7.4% | -63.2% | +55.9% | +14.7% |
| All | +105.6% | +1.7% | +103.9% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling