-30.8%
CPRT vs USAR
-13.4%
-17.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +1.7% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | +18.8% | -30.3% | +49.0% | +18.2% |
| 3M | +9.4% | -54.7% | +64.1% | +8.2% |
| 6M | -4.4% | -67.5% | +63.1% | -5.7% |
| YTD | -17.1% | -26.4% | +9.3% | -16.8% |
| 1Y | -19.9% | -49.5% | +29.6% | -20.0% |
| 3Y | -30.5% | -14.5% | -16.0% | -23.0% |
| All | -30.8% | -13.4% | -17.3% | -22.2% |
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