+803.3%
APP vs CPRT
-29.5%
+832.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.4% | +31.5% | +31.3% |
| 7D | +39.7% | +9.9% | +29.8% | +32.2% |
| 30D | +27.7% | +21.1% | +6.6% | +14.0% |
| 3M | -14.8% | +12.3% | -27.1% | -21.6% |
| 6M | -25.5% | -2.0% | -23.5% | -25.8% |
| YTD | -47.2% | -17.0% | -30.1% | -40.1% |
| 1Y | -42.3% | -22.5% | -19.8% | -31.5% |
| All | +803.3% | -29.5% | +832.9% | +948.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling