+131.9%
ADI vs CPRT
-14.6%
+146.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +7.9% |
| 7D | -4.4% | +1.6% | -6.0% | -5.1% |
| 30D | -2.8% | +18.8% | -21.6% | -10.3% |
| 3M | +1.5% | +9.4% | -7.9% | -4.0% |
| 6M | -4.7% | -4.4% | -0.3% | -4.7% |
| YTD | +46.8% | -17.1% | +63.9% | +58.5% |
| 1Y | +74.9% | -19.9% | +94.8% | +92.4% |
| 3Y | +147.4% | -30.5% | +177.9% | +187.9% |
| 5Y | +131.9% | -15.9% | +147.8% | +120.0% |
| All | +131.9% | -14.6% | +146.5% | +120.0% |
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