-23.9%
CPRT vs ALC
+4.2%
-28.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.8% | -1.8% | +2.0% |
| 7D | +12.6% | +10.7% | +1.9% | +7.9% |
| 30D | +18.0% | +20.2% | -2.2% | +9.6% |
| 3M | +11.0% | +8.9% | +2.0% | +6.4% |
| 6M | -2.0% | +5.7% | -7.7% | -6.7% |
| YTD | -16.7% | -1.4% | -15.3% | -19.0% |
| 1Y | -23.9% | +4.7% | -28.6% | -26.5% |
| All | -23.9% | +4.2% | -28.1% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling