+292.6%
APP vs CPRT
-17.4%
+310.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +11.4% |
| 7D | +71.2% | +6.0% | +65.2% | +61.3% |
| 30D | +39.1% | +20.0% | +19.1% | +15.7% |
| 3M | +16.5% | +10.1% | +6.4% | +2.8% |
| 6M | -16.6% | -4.3% | -12.2% | -17.4% |
| YTD | -41.9% | -18.4% | -23.5% | -31.5% |
| 1Y | -37.0% | -20.1% | -17.0% | -24.6% |
| 3Y | +892.4% | -30.4% | +922.8% | +1,177.7% |
| All | +292.6% | -17.4% | +310.1% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling