+13.0%
AAL vs CPRT
-30.7%
+43.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.6% |
| 7D | +4.6% | +6.0% | -1.4% | +2.1% |
| 30D | +2.6% | +20.0% | -17.5% | -4.8% |
| 3M | -17.8% | +10.1% | -27.9% | -22.1% |
| 6M | +1.9% | -4.3% | +6.2% | +2.8% |
| YTD | -14.0% | -18.4% | +4.4% | -6.1% |
| 1Y | +0.2% | -20.1% | +20.3% | +10.4% |
| 3Y | +13.0% | -30.4% | +43.4% | +34.9% |
| All | +13.0% | -30.7% | +43.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling