-31.8%
CPRT vs USAR
-18.7%
-13.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.8% | -12.5% | -1.4% |
| 7D | +6.0% | -14.5% | +20.5% | +5.8% |
| 30D | +20.0% | -37.8% | +57.9% | +19.2% |
| 3M | +10.1% | -52.8% | +62.9% | +9.0% |
| 6M | -4.3% | -71.2% | +66.9% | -5.8% |
| YTD | -18.4% | -30.9% | +12.5% | -18.2% |
| 1Y | -20.1% | -48.0% | +27.9% | -20.2% |
| 3Y | -30.4% | -19.7% | -10.7% | -23.0% |
| All | -31.8% | -18.7% | -13.1% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling