-9.9%
ABT vs CPRT
-9.0%
-0.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.6% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -2.1% | +9.9% | -12.0% | -5.1% |
| 3M | +17.4% | +5.6% | +11.8% | +14.9% |
| 6M | -2.4% | -13.6% | +11.2% | +1.2% |
| YTD | -14.2% | -16.7% | +2.5% | -10.4% |
| 1Y | -18.3% | -33.1% | +14.8% | -8.9% |
| 3Y | +11.5% | -27.1% | +38.6% | +16.7% |
| 5Y | -9.9% | -9.9% | 0.0% | -18.2% |
| All | -9.9% | -9.0% | -0.9% | -18.2% |
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