+285.6%
APH vs CPRT
-25.5%
+311.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | +5.0% | +2.2% | +2.7% | +4.6% |
| 30D | -3.9% | +16.6% | -20.5% | -6.6% |
| 3M | +13.0% | +9.6% | +3.4% | +10.9% |
| 6M | +25.2% | -11.1% | +36.3% | +30.2% |
| YTD | +22.9% | -13.9% | +36.8% | +28.3% |
| 1Y | +47.8% | -32.5% | +80.4% | +69.7% |
| All | +285.6% | -25.5% | +311.2% | +312.7% |
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 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