+10.4%
CPRT vs ABCL
-79.6%
+90.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +4.0% | +2.3% | +1.7% | +3.8% |
| 30D | +18.2% | -0.7% | +18.9% | +17.9% |
| 3M | +9.2% | +33.4% | -24.2% | +6.2% |
| 6M | -4.8% | +137.8% | -142.6% | -12.6% |
| YTD | -17.5% | +264.3% | -281.8% | -27.4% |
| 1Y | -22.0% | +209.2% | -231.2% | -30.6% |
| 3Y | -33.7% | +208.4% | -242.1% | -43.4% |
| 5Y | -15.0% | -11.9% | -3.1% | -21.9% |
| All | +10.4% | -79.6% | +90.0% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling