+22,034.1%
CPRT vs CAG
+352.5%
+21,681.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.2% | -3.8% | +6.0% | +3.1% |
| 30D | +16.6% | +3.1% | +13.5% | +15.8% |
| 3M | +9.6% | +23.5% | -13.9% | +4.4% |
| 6M | -11.1% | -14.8% | +3.7% | -8.2% |
| YTD | -13.9% | -5.4% | -8.4% | -13.3% |
| 1Y | -32.5% | -11.8% | -20.7% | -31.1% |
| 3Y | -25.0% | -36.7% | +11.6% | -18.6% |
| 5Y | -7.4% | -40.3% | +32.9% | +0.9% |
| 10Y | +422.0% | -37.0% | +459.0% | +436.5% |
| All | +22,034.1% | +352.5% | +21,681.6% | +14,675.5% |
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