+282.2%
APH vs CPRT
-17.4%
+299.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.6% |
| 7D | -5.9% | +6.0% | -12.0% | -7.8% |
| 30D | -14.8% | +20.0% | -34.8% | -20.0% |
| 3M | -12.4% | +10.1% | -22.6% | -16.3% |
| 6M | +8.1% | -4.3% | +12.4% | +8.2% |
| YTD | +10.9% | -18.4% | +29.3% | +18.3% |
| 1Y | +8.8% | -20.1% | +28.9% | +16.9% |
| 3Y | +262.1% | -30.4% | +292.5% | +303.4% |
| All | +282.2% | -17.4% | +299.6% | +264.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling