+528.8%
APP vs CPRT
+8.4%
+520.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.4% |
| 7D | +79.2% | +1.6% | +77.5% | +76.2% |
| 30D | +48.0% | +18.8% | +29.2% | +25.2% |
| 3M | +18.2% | +9.4% | +8.8% | +5.6% |
| 6M | -12.5% | -4.4% | -8.1% | -13.1% |
| YTD | -39.2% | -17.1% | -22.0% | -29.6% |
| 1Y | -33.9% | -19.9% | -14.0% | -21.2% |
| 3Y | +933.3% | -30.5% | +963.8% | +1,246.1% |
| 5Y | +295.9% | -15.9% | +311.8% | +252.7% |
| All | +528.8% | +8.4% | +520.5% | +370.6% |
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