+3,655.0%
ABT vs CPRT
+23,878.7%
-20,223.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.7% | +2.2% | -5.9% | -4.0% |
| 30D | +2.5% | +16.6% | -14.2% | +0.2% |
| 3M | +20.2% | +9.6% | +10.6% | +18.5% |
| 6M | -2.9% | -11.1% | +8.2% | -1.6% |
| YTD | -11.9% | -13.9% | +1.9% | -10.5% |
| 1Y | -16.5% | -32.5% | +16.0% | -12.4% |
| 3Y | +12.1% | -25.0% | +37.2% | +15.3% |
| 5Y | -7.4% | -7.4% | 0.0% | -7.9% |
| 10Y | +210.7% | +422.0% | -211.3% | +156.0% |
| All | +3,655.0% | +23,878.7% | -20,223.6% | +2,254.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling