-4.3%
CPRT vs ALC
+13.4%
-17.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.1% |
| 7D | +6.0% | +4.9% | +1.2% | +2.5% |
| 30D | +20.0% | +19.0% | +1.1% | +7.1% |
| 3M | +10.1% | +7.8% | +2.4% | +3.7% |
| 6M | -4.3% | +14.6% | -18.9% | -13.5% |
| All | -4.3% | +13.4% | -17.8% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling