+14.5%
ABT vs CPRT
-24.8%
+39.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.7% | +2.2% | -5.9% | -4.1% |
| 30D | +2.5% | +16.6% | -14.2% | -0.9% |
| 3M | +20.2% | +9.6% | +10.6% | +17.3% |
| 6M | -2.9% | -11.1% | +8.2% | -2.0% |
| YTD | -11.9% | -13.9% | +1.9% | -10.8% |
| 1Y | -16.5% | -32.5% | +16.0% | -12.1% |
| All | +14.5% | -24.8% | +39.3% | +17.8% |
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