+147.4%
ADI vs CPRT
-30.7%
+178.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.3% |
| 7D | -4.4% | +1.6% | -6.0% | -4.7% |
| 30D | -2.8% | +18.8% | -21.6% | -6.2% |
| 3M | +1.5% | +9.4% | -7.9% | -0.9% |
| 6M | -4.7% | -4.4% | -0.3% | -3.0% |
| YTD | +46.8% | -17.1% | +63.9% | +58.5% |
| 1Y | +74.9% | -19.9% | +94.8% | +91.7% |
| 3Y | +147.4% | -30.5% | +177.9% | +184.6% |
| All | +147.4% | -30.7% | +178.2% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling