+415.3%
CPRT vs ALB
+78.9%
+336.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.8% |
| 7D | +0.4% | -4.4% | +4.8% | +1.1% |
| 30D | +9.9% | -1.2% | +11.1% | +10.0% |
| 3M | +5.6% | -13.3% | +18.9% | +7.8% |
| 6M | -13.6% | -19.8% | +6.1% | -11.5% |
| YTD | -16.7% | -7.9% | -8.8% | -17.7% |
| 1Y | -33.1% | +60.2% | -93.3% | -41.8% |
| 3Y | -27.1% | -26.4% | -0.6% | -28.9% |
| 5Y | -9.9% | -42.5% | +32.7% | -11.2% |
| 10Y | +415.3% | +83.0% | +332.3% | +214.7% |
| All | +415.3% | +78.9% | +336.4% | +214.7% |
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