-22.2%
CPRT vs ALC
-4.7%
-17.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | -1.4% | -6.3% | +4.9% | +1.5% |
| 30D | +21.5% | +12.6% | +8.9% | +16.0% |
| 3M | +9.4% | -3.8% | +13.3% | +9.9% |
| 6M | -3.3% | +16.8% | -20.1% | -7.8% |
| YTD | -17.8% | -7.6% | -10.2% | -17.8% |
| 1Y | -22.2% | -5.9% | -16.3% | -22.4% |
| All | -22.2% | -4.7% | -17.5% | -22.4% |
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