+141.2%
ADI vs CPRT
-7.1%
+148.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +0.4% | +2.2% | -1.8% | -0.7% |
| 30D | -3.8% | +16.6% | -20.4% | -11.1% |
| 3M | -15.3% | +9.6% | -24.8% | -20.3% |
| 6M | +6.7% | -11.1% | +17.8% | +12.4% |
| YTD | +34.8% | -13.9% | +48.6% | +43.7% |
| 1Y | +49.0% | -32.5% | +81.6% | +84.5% |
| 3Y | +108.1% | -25.0% | +133.1% | +132.9% |
| All | +141.2% | -7.1% | +148.3% | +117.9% |
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