-5.7%
CPRT vs ABCL
-41.3%
+35.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +2.2% | +0.7% | +1.5% | +2.2% |
| 30D | +16.6% | +93.1% | -76.4% | +9.3% |
| 3M | +9.6% | +79.4% | -69.8% | +2.6% |
| 6M | -11.1% | +214.9% | -226.0% | -22.0% |
| YTD | -13.9% | +234.2% | -248.1% | -25.3% |
| 1Y | -32.5% | +174.8% | -207.3% | -40.9% |
| 3Y | -25.0% | +104.5% | -129.5% | -34.6% |
| All | -5.7% | -41.3% | +35.6% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling