-23.9%
CPRT vs USAR
-49.3%
+25.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.9% | +10.9% | +4.9% |
| 7D | +12.6% | -21.8% | +34.4% | +12.3% |
| 30D | +18.0% | -39.9% | +57.9% | +17.4% |
| 3M | +11.0% | -52.5% | +63.5% | +10.3% |
| 6M | -2.0% | -67.9% | +65.9% | -2.7% |
| YTD | -16.7% | -31.1% | +14.4% | -16.6% |
| 1Y | -23.9% | -49.8% | +26.0% | -24.0% |
| All | -23.9% | -49.3% | +25.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling