+270.9%
APH vs CPRT
-34.3%
+305.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | -5.4% | +21.2% | -26.6% | -6.9% |
| 3M | -5.5% | +8.3% | -13.8% | -6.3% |
| 6M | +25.9% | -3.4% | +29.3% | +27.7% |
| YTD | +16.4% | -18.7% | +35.1% | +23.0% |
| 1Y | +16.5% | -23.5% | +40.0% | +25.8% |
| 3Y | +270.9% | -34.2% | +305.0% | +320.0% |
| All | +270.9% | -34.3% | +305.2% | +320.0% |
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