+391.7%
APP vs CPRT
+12.6%
+379.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.8% |
| 7D | +0.9% | +2.2% | -1.3% | -1.5% |
| 30D | -23.3% | +16.6% | -39.9% | -34.5% |
| 3M | -42.6% | +9.6% | -52.2% | -49.2% |
| 6M | -33.6% | -11.1% | -22.5% | -27.0% |
| YTD | -52.4% | -13.9% | -38.6% | -46.0% |
| 1Y | -35.9% | -32.5% | -3.4% | -6.3% |
| 3Y | +642.2% | -25.0% | +667.2% | +800.0% |
| 5Y | +311.1% | -7.4% | +318.5% | +244.1% |
| All | +391.7% | +12.6% | +379.0% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling