-9.9%
CPRT vs JAAA
+26.4%
-36.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +9.9% | +0.5% | +9.5% | +9.6% |
| 3M | +5.6% | +1.2% | +4.4% | +4.9% |
| 6M | -13.6% | +2.8% | -16.5% | -15.0% |
| YTD | -16.7% | +3.2% | -19.9% | -18.3% |
| 1Y | -33.1% | +4.8% | -38.0% | -35.0% |
| 3Y | -27.1% | +19.0% | -46.0% | -30.2% |
| 5Y | -9.9% | +26.8% | -36.7% | -15.1% |
| All | -9.9% | +26.4% | -36.3% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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