+392.8%
CPRT vs ALB
+33.3%
+359.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | +6.0% | +9.1% | -3.0% | +4.4% |
| 30D | +20.0% | -3.4% | +23.4% | +20.6% |
| 3M | +10.1% | -20.6% | +30.7% | +14.3% |
| 6M | -4.3% | -48.2% | +43.9% | +6.7% |
| YTD | -18.4% | -29.2% | +10.8% | -15.7% |
| 1Y | -20.1% | +10.0% | -30.1% | -24.7% |
| 3Y | -30.4% | -12.9% | -17.5% | -36.4% |
| 5Y | -17.0% | -61.3% | +44.3% | -11.0% |
| All | +392.8% | +33.3% | +359.4% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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