-23.9%
CPRT vs CAG
-6.8%
-17.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.0% | -0.9% | +2.7% |
| 7D | +12.6% | +9.7% | +2.9% | +8.9% |
| 30D | +18.0% | +15.8% | +2.2% | +12.1% |
| 3M | +11.0% | +1.8% | +9.2% | +9.8% |
| 6M | -2.0% | +11.5% | -13.5% | -5.5% |
| YTD | -16.7% | -6.7% | -10.0% | -17.6% |
| 1Y | -23.9% | -5.6% | -18.2% | -25.5% |
| All | -23.9% | -6.8% | -17.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling