+446.2%
APP vs CPRT
+8.5%
+437.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -0.4% | +31.5% | +31.4% |
| 7D | +39.7% | +9.9% | +29.8% | +27.5% |
| 30D | +27.7% | +21.1% | +6.6% | +6.2% |
| 3M | -14.8% | +12.3% | -27.1% | -25.8% |
| 6M | -25.5% | -2.0% | -23.5% | -27.8% |
| YTD | -47.2% | -17.0% | -30.1% | -38.8% |
| 1Y | -42.3% | -22.5% | -19.8% | -28.8% |
| 3Y | +806.8% | -29.3% | +836.1% | +1,057.0% |
| 5Y | +261.6% | -15.6% | +277.2% | +221.8% |
| All | +446.2% | +8.5% | +437.7% | +308.8% |
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