+503.8%
APP vs CPRT
+6.9%
+496.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | +10.6% | -1.5% | +12.0% | +11.9% |
| 30D | +44.6% | +21.4% | +23.2% | +20.0% |
| 3M | +29.6% | +10.4% | +19.2% | +14.5% |
| 6M | -19.8% | -4.3% | -15.5% | -20.5% |
| YTD | -41.6% | -18.3% | -23.3% | -31.5% |
| 1Y | -32.7% | -22.5% | -10.2% | -17.2% |
| 3Y | +799.0% | -34.3% | +833.4% | +1,151.0% |
| 5Y | +250.4% | -17.8% | +268.1% | +217.3% |
| All | +503.8% | +6.9% | +496.9% | +357.5% |
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