-3.4%
ABT vs CPRT
-14.6%
+11.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.1% |
| 7D | +0.3% | +1.6% | -1.3% | -0.2% |
| 30D | +11.6% | +18.8% | -7.1% | +6.0% |
| 3M | +3.1% | +9.4% | -6.3% | -0.1% |
| 6M | +32.8% | -4.4% | +37.2% | +33.4% |
| YTD | -9.6% | -17.1% | +7.5% | -5.6% |
| 1Y | -10.4% | -19.9% | +9.5% | -5.5% |
| 3Y | +25.8% | -30.5% | +56.3% | +34.1% |
| 5Y | -3.4% | -15.9% | +12.5% | -11.9% |
| All | -3.4% | -14.6% | +11.2% | -11.9% |
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 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