-35.8%
CPRT vs CAI
-11.0%
-24.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -8.4% | -5.1% | -3.4% | -7.9% |
| 30D | +4.6% | +3.9% | +0.7% | +4.0% |
| 3M | -1.9% | +40.1% | -42.0% | -5.6% |
| 6M | -15.3% | +29.7% | -45.0% | -18.7% |
| YTD | -21.5% | -10.9% | -10.6% | -22.3% |
| 1Y | -36.6% | -28.0% | -8.6% | -36.2% |
| All | -35.8% | -11.0% | -24.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling