-66.0%
AAL vs CPRT
+411.2%
-477.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | +0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.7% |
| 30D | -19.0% | +9.9% | -28.9% | -24.7% |
| 3M | -5.1% | +5.6% | -10.7% | -10.2% |
| 6M | +15.5% | -13.6% | +29.1% | +25.0% |
| YTD | -15.8% | -16.7% | +0.9% | -7.0% |
| 1Y | -0.3% | -33.1% | +32.8% | +27.9% |
| 3Y | -7.7% | -27.1% | +19.4% | +7.9% |
| 5Y | -32.5% | -9.9% | -22.7% | -34.1% |
| 10Y | -66.0% | +415.3% | -481.3% | -88.0% |
| All | -66.0% | +411.2% | -477.1% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling