-28.1%
CPRT vs USAR
+74.0%
-102.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +2.2% | -2.1% | +4.3% | +2.2% |
| 30D | +16.6% | +2.6% | +14.0% | +16.8% |
| 3M | +9.6% | -35.0% | +44.6% | +9.1% |
| 6M | -11.1% | -6.9% | -4.2% | -10.9% |
| YTD | -13.9% | +48.0% | -61.9% | -12.7% |
| 1Y | -32.5% | +24.8% | -57.3% | -31.4% |
| 3Y | -25.0% | +73.2% | -98.3% | -15.8% |
| All | -28.1% | +74.0% | -102.1% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling