-32.7%
APP vs CPRT
-22.3%
-10.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +10.6% | -1.5% | +12.0% | +11.0% |
| 30D | +44.6% | +21.4% | +23.2% | +36.2% |
| 3M | +29.6% | +10.4% | +19.2% | +24.5% |
| 6M | -19.8% | -4.3% | -15.5% | -17.8% |
| YTD | -41.6% | -18.3% | -23.3% | -34.5% |
| 1Y | -32.7% | -22.5% | -10.2% | -29.9% |
| All | -32.7% | -22.3% | -10.4% | -29.9% |
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