-15.9%
CPRT vs CAG
-38.8%
+22.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +1.6% | +4.6% | -3.0% | +0.7% |
| 30D | +18.8% | +14.7% | +4.1% | +15.6% |
| 3M | +9.4% | +2.4% | +7.0% | +8.7% |
| 6M | -4.4% | +10.7% | -15.1% | -6.3% |
| YTD | -17.1% | -5.5% | -11.6% | -17.1% |
| 1Y | -19.9% | -4.6% | -15.3% | -20.0% |
| 3Y | -30.5% | -34.4% | +3.9% | -28.4% |
| 5Y | -15.9% | -39.2% | +23.2% | -12.5% |
| All | -15.9% | -38.8% | +22.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling