-42.7%
ACHR vs CPRT
+10.1%
-52.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -0.7% | +2.2% | -2.9% | -2.3% |
| 30D | +9.8% | +16.6% | -6.8% | -3.1% |
| 3M | -10.5% | +9.6% | -20.1% | -18.6% |
| 6M | -15.5% | -11.1% | -4.4% | -8.9% |
| YTD | -24.1% | -13.9% | -10.2% | -16.8% |
| 1Y | -32.4% | -32.5% | +0.1% | -9.0% |
| 3Y | -11.6% | -25.0% | +13.4% | +8.4% |
| 5Y | -42.9% | -7.4% | -35.5% | -46.7% |
| All | -42.7% | +10.1% | -52.8% | -51.7% |
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 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