-6.8%
CPRT vs ALB
-45.0%
+38.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +1.0% |
| 7D | +2.2% | -8.1% | +10.3% | +3.2% |
| 30D | +16.6% | +6.3% | +10.4% | +15.6% |
| 3M | +9.6% | -23.6% | +33.2% | +12.9% |
| 6M | -11.1% | -24.6% | +13.5% | -8.9% |
| YTD | -13.9% | -10.3% | -3.6% | -14.4% |
| 1Y | -32.5% | +61.5% | -94.0% | -39.2% |
| 3Y | -25.0% | -34.0% | +8.9% | -23.2% |
| All | -6.8% | -45.0% | +38.3% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling