-33.4%
CPRT vs USAR
+25.8%
-59.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -1.8% |
| 7D | -0.4% | -4.4% | +4.0% | -0.5% |
| 30D | +8.2% | -10.4% | +18.6% | +8.1% |
| 3M | +2.3% | -18.4% | +20.7% | +2.3% |
| 6M | -14.7% | -8.8% | -5.9% | -15.0% |
| YTD | -18.2% | +43.4% | -61.5% | -17.4% |
| 1Y | -33.4% | +21.0% | -54.4% | -32.3% |
| All | -33.4% | +25.8% | -59.2% | -32.3% |
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