+48.9%
ADI vs CPRT
-34.0%
+83.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.4% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -4.6% | +8.2% | -12.9% | -3.9% |
| 3M | -9.5% | +2.3% | -11.8% | -8.6% |
| 6M | +14.8% | -14.7% | +29.6% | +18.4% |
| YTD | +35.8% | -18.2% | +54.0% | +40.7% |
| 1Y | +48.9% | -33.4% | +82.3% | +54.3% |
| All | +48.9% | -34.0% | +83.0% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling