-22.5%
CPRT vs USAR
-54.5%
+32.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.6% |
| 7D | -1.5% | +8.8% | -10.3% | -1.3% |
| 30D | +21.3% | -28.5% | +49.8% | +20.9% |
| 3M | +10.4% | -56.2% | +66.5% | +9.3% |
| 6M | -4.3% | -68.4% | +64.1% | -5.3% |
| YTD | -18.3% | -32.2% | +13.9% | -17.4% |
| 1Y | -22.5% | -52.3% | +29.8% | -22.1% |
| All | -22.5% | -54.5% | +32.0% | -22.1% |
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