+500.0%
APP vs CPRT
+6.7%
+493.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +11.3% |
| 7D | +71.2% | +6.0% | +65.2% | +61.6% |
| 30D | +39.1% | +20.0% | +19.1% | +16.3% |
| 3M | +16.5% | +10.1% | +6.4% | +3.2% |
| 6M | -16.6% | -4.3% | -12.2% | -17.4% |
| YTD | -41.9% | -18.4% | -23.5% | -31.9% |
| 1Y | -37.0% | -20.1% | -17.0% | -25.1% |
| 3Y | +892.4% | -30.4% | +922.8% | +1,182.2% |
| 5Y | +297.3% | -17.0% | +314.3% | +258.2% |
| All | +500.0% | +6.7% | +493.3% | +355.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling