+228.3%
ABT vs CPRT
+382.0%
-153.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +1.0% | +4.0% | -3.0% | -0.4% |
| 30D | +11.6% | +18.2% | -6.6% | +5.2% |
| 3M | +2.3% | +9.2% | -6.8% | -1.3% |
| 6M | +32.7% | -4.8% | +37.6% | +33.8% |
| YTD | -9.6% | -17.5% | +7.9% | -4.6% |
| 1Y | -10.1% | -22.0% | +11.9% | -3.2% |
| 3Y | +25.2% | -33.7% | +58.9% | +39.3% |
| 5Y | -4.5% | -15.0% | +10.4% | -6.4% |
| 10Y | +228.3% | +385.2% | -156.9% | +67.9% |
| All | +228.3% | +382.0% | -153.7% | +67.9% |
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 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