+21,016.7%
CPRT vs CAG
+338.5%
+20,678.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | +21.5% | +9.7% | +11.8% | +18.9% |
| 3M | +9.4% | +0.5% | +8.9% | +9.2% |
| 6M | -3.3% | +8.9% | -12.2% | -5.3% |
| YTD | -17.8% | -8.4% | -9.5% | -16.7% |
| 1Y | -22.2% | -8.3% | -13.9% | -21.1% |
| 3Y | -34.0% | -36.1% | +2.1% | -28.4% |
| 5Y | -15.4% | -40.1% | +24.7% | -7.9% |
| 10Y | +376.0% | -36.9% | +412.9% | +389.5% |
| All | +21,016.7% | +338.5% | +20,678.1% | +14,093.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling