-9.9%
CPRT vs CAG
-40.6%
+30.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | +0.4% | -5.3% | +5.7% | +1.3% |
| 30D | +9.9% | +1.0% | +8.9% | +9.7% |
| 3M | +5.6% | +17.4% | -11.7% | +3.0% |
| 6M | -13.6% | -16.8% | +3.2% | -11.8% |
| YTD | -16.7% | -6.8% | -9.9% | -16.4% |
| 1Y | -33.1% | -15.4% | -17.7% | -32.1% |
| 3Y | -27.1% | -37.1% | +10.0% | -24.0% |
| 5Y | -9.9% | -41.3% | +31.4% | -5.8% |
| All | -9.9% | -40.6% | +30.8% | -5.8% |
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