-25.4%
CPRT vs ALB
-34.0%
+8.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +0.7% |
| 7D | +2.2% | -8.1% | +10.3% | +2.8% |
| 30D | +16.6% | +6.3% | +10.4% | +16.1% |
| 3M | +9.6% | -23.6% | +33.2% | +11.5% |
| 6M | -11.1% | -24.6% | +13.5% | -9.9% |
| YTD | -13.9% | -10.3% | -3.6% | -14.3% |
| 1Y | -32.5% | +61.5% | -94.0% | -36.6% |
| All | -25.4% | -34.0% | +8.6% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling