+1,059.7%
APH vs CPRT
+423.6%
+636.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | +5.0% | +2.2% | +2.7% | +3.9% |
| 30D | -3.9% | +16.6% | -20.5% | -10.5% |
| 3M | +13.0% | +9.6% | +3.4% | +6.8% |
| 6M | +25.2% | -11.1% | +36.3% | +30.0% |
| YTD | +22.9% | -13.9% | +36.8% | +28.4% |
| 1Y | +47.8% | -32.5% | +80.4% | +73.2% |
| 3Y | +283.0% | -25.0% | +308.1% | +317.1% |
| 5Y | +349.7% | -7.4% | +357.0% | +328.4% |
| All | +1,059.7% | +423.6% | +636.1% | +486.7% |
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