+103.0%
CPRT vs ALC
+21.6%
+81.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.4% |
| 7D | +0.4% | -3.7% | +4.1% | +2.1% |
| 30D | +9.9% | -3.7% | +13.7% | +11.8% |
| 3M | +5.6% | +4.6% | +1.1% | +3.3% |
| 6M | -13.6% | -14.6% | +1.0% | -8.0% |
| YTD | -16.7% | -11.9% | -4.9% | -12.7% |
| 1Y | -33.1% | -13.1% | -20.0% | -29.7% |
| 3Y | -27.1% | -15.0% | -12.1% | -25.2% |
| 5Y | -9.9% | -16.2% | +6.3% | -8.2% |
| All | +103.0% | +21.6% | +81.4% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling