-18.4%
ABT vs CPRT
-34.0%
+15.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.2% |
| 7D | -4.7% | -0.4% | -4.3% | -4.7% |
| 30D | -3.1% | +8.2% | -11.4% | -5.4% |
| 3M | +16.1% | +2.3% | +13.8% | +14.0% |
| 6M | -5.3% | -14.7% | +9.4% | -4.6% |
| YTD | -14.4% | -18.2% | +3.7% | -13.5% |
| 1Y | -18.4% | -33.4% | +15.0% | -14.7% |
| All | -18.4% | -34.0% | +15.6% | -14.7% |
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