-35.9%
APP vs CPRT
-31.2%
-4.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +0.9% | +2.2% | -1.3% | +0.2% |
| 30D | -23.3% | +16.6% | -39.9% | -26.8% |
| 3M | -42.6% | +9.6% | -52.2% | -44.3% |
| 6M | -33.6% | -11.1% | -22.5% | -28.7% |
| YTD | -52.4% | -13.9% | -38.6% | -48.5% |
| 1Y | -35.9% | -32.5% | -3.4% | -24.1% |
| All | -35.9% | -31.2% | -4.7% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling