+11,976.7%
ADI vs CPRT
+23,878.7%
-11,902.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +0.4% | +2.2% | -1.8% | -0.3% |
| 30D | -3.8% | +16.6% | -20.4% | -8.4% |
| 3M | -15.3% | +9.6% | -24.8% | -18.5% |
| 6M | +6.7% | -11.1% | +17.8% | +9.1% |
| YTD | +34.8% | -13.9% | +48.6% | +38.8% |
| 1Y | +49.0% | -32.5% | +81.6% | +65.1% |
| 3Y | +108.1% | -25.0% | +133.1% | +122.6% |
| 5Y | +142.4% | -7.4% | +149.8% | +143.1% |
| 10Y | +589.9% | +422.0% | +167.9% | +330.1% |
| All | +11,976.7% | +23,878.7% | -11,902.0% | +2,637.9% |
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 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