+883.4%
APH vs CPRT
+398.2%
+485.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.8% |
| 7D | -5.9% | +6.0% | -12.0% | -8.4% |
| 30D | -14.8% | +20.0% | -34.8% | -21.6% |
| 3M | -12.4% | +10.1% | -22.6% | -17.5% |
| 6M | +8.1% | -4.3% | +12.4% | +6.9% |
| YTD | +10.9% | -18.4% | +29.3% | +17.2% |
| 1Y | +8.8% | -20.1% | +28.9% | +15.8% |
| 3Y | +262.1% | -30.4% | +292.5% | +303.4% |
| 5Y | +283.1% | -17.0% | +300.1% | +279.7% |
| All | +883.4% | +398.2% | +485.2% | +414.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling