-0.3%
AAL vs CPRT
-33.0%
+32.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -19.0% | +9.9% | -28.9% | -21.5% |
| 3M | -5.1% | +5.6% | -10.7% | -7.3% |
| 6M | +15.5% | -13.6% | +29.1% | +21.2% |
| YTD | -15.8% | -16.7% | +0.9% | -10.0% |
| 1Y | -0.3% | -33.1% | +32.8% | +13.4% |
| All | -0.3% | -33.0% | +32.7% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling