-24.4%
CPRT vs ALC
-13.4%
-11.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | +2.2% | -2.1% | +4.3% | +2.8% |
| 30D | +16.6% | -0.1% | +16.7% | +16.6% |
| 3M | +9.6% | +5.9% | +3.7% | +7.7% |
| 6M | -11.1% | -15.9% | +4.8% | -7.1% |
| YTD | -13.9% | -10.1% | -3.8% | -11.8% |
| 1Y | -32.5% | -10.2% | -22.3% | -31.0% |
| All | -24.4% | -13.4% | -11.0% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling