-32.0%
APP vs CPRT
-22.3%
-9.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +48.9% | -1.4% | +50.3% | +49.4% |
| 30D | +49.4% | +21.5% | +27.9% | +40.7% |
| 3M | +27.0% | +9.4% | +17.6% | +22.4% |
| 6M | -15.4% | -3.3% | -12.1% | -13.7% |
| YTD | -39.9% | -17.8% | -22.1% | -32.8% |
| 1Y | -32.0% | -22.2% | -9.8% | -29.5% |
| All | -32.0% | -22.3% | -9.6% | -29.5% |
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 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