-27.6%
AAL vs CPRT
+2,113.0%
-2,140.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +3.1% |
| 7D | +4.6% | +6.0% | -1.4% | +0.3% |
| 30D | +2.6% | +20.0% | -17.5% | -10.3% |
| 3M | -17.8% | +10.1% | -27.9% | -25.0% |
| 6M | +1.9% | -4.3% | +6.2% | +1.7% |
| YTD | -14.0% | -18.4% | +4.4% | -4.1% |
| 1Y | +0.2% | -20.1% | +20.3% | +13.2% |
| 3Y | +13.0% | -30.4% | +43.4% | +37.1% |
| 5Y | -39.6% | -17.0% | -22.6% | -36.6% |
| 10Y | -65.7% | +403.2% | -468.9% | -91.7% |
| All | -27.6% | +2,113.0% | -2,140.5% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling