+109.0%
AAPL vs CPRT
-9.0%
+118.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | +1.0% | +9.9% | -8.9% | -3.7% |
| 3M | +5.0% | +5.6% | -0.7% | +1.4% |
| 6M | +23.0% | -13.6% | +36.7% | +30.6% |
| YTD | +16.6% | -16.7% | +33.4% | +25.4% |
| 1Y | +33.4% | -33.1% | +66.6% | +60.7% |
| 3Y | +79.9% | -27.1% | +106.9% | +98.3% |
| 5Y | +109.0% | -9.9% | +118.9% | +83.6% |
| All | +109.0% | -9.0% | +118.0% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling