+257.6%
ALAB vs CPRT
-43.6%
+301.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.7% |
| 7D | +16.3% | -0.4% | +16.7% | +16.3% |
| 30D | -26.1% | +21.2% | -47.3% | -25.8% |
| 3M | -31.3% | +8.3% | -39.6% | -30.7% |
| 6M | -1.0% | -3.4% | +2.4% | +2.6% |
| YTD | +33.3% | -18.7% | +52.0% | +50.8% |
| 1Y | +53.5% | -23.5% | +77.1% | +80.1% |
| All | +257.6% | -43.6% | +301.2% | +378.0% |
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 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