+268.0%
APH vs CPRT
-17.2%
+285.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.2% |
| 7D | -12.7% | +9.9% | -22.6% | -15.4% |
| 30D | -19.2% | +21.1% | -40.3% | -24.2% |
| 3M | -16.7% | +12.3% | -29.0% | -20.9% |
| 6M | +5.1% | -2.0% | +7.2% | +4.5% |
| YTD | +6.6% | -17.0% | +23.6% | +13.1% |
| 1Y | +3.9% | -22.5% | +26.4% | +13.8% |
| 3Y | +246.0% | -29.3% | +275.3% | +283.9% |
| 5Y | +268.0% | -15.6% | +283.6% | +249.7% |
| All | +268.0% | -17.2% | +285.2% | +249.7% |
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 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