+17.0%
CPRT vs JAAA
+29.3%
-12.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +16.6% | +0.5% | +16.1% | +16.2% |
| 3M | +9.6% | +1.3% | +8.3% | +8.7% |
| 6M | -11.1% | +2.7% | -13.8% | -12.6% |
| YTD | -13.9% | +3.2% | -17.0% | -15.6% |
| 1Y | -32.5% | +4.9% | -37.4% | -34.6% |
| 3Y | -25.0% | +19.0% | -44.0% | -29.7% |
| 5Y | -7.4% | +26.8% | -34.2% | -15.2% |
| All | +17.0% | +29.3% | -12.2% | +4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling