+361.5%
CPRT vs AKAM
+29.8%
+331.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.4% | +2.8% | -3.2% | -1.0% |
| 30D | +21.2% | -6.9% | +28.0% | +22.3% |
| 3M | +8.3% | -31.8% | +40.1% | +16.5% |
| 6M | -3.4% | -47.0% | +43.6% | +9.5% |
| YTD | -18.7% | -2.1% | -16.6% | -25.4% |
| 1Y | -23.5% | -3.7% | -19.8% | -29.5% |
| 3Y | -34.2% | -23.0% | -11.1% | -37.0% |
| 5Y | -18.2% | -23.4% | +5.2% | -22.7% |
| All | +361.5% | +29.8% | +331.6% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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