+19.0%
CPRT vs ALHC
-61.5%
+80.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.4% |
| 7D | +6.0% | +1.0% | +5.1% | +5.9% |
| 30D | +20.0% | -14.2% | +34.2% | +21.1% |
| 3M | +10.1% | -45.1% | +55.3% | +14.7% |
| 6M | -4.3% | -59.5% | +55.2% | +1.2% |
| YTD | -18.4% | -62.8% | +44.4% | -13.5% |
| 1Y | -20.1% | -55.5% | +35.4% | -16.6% |
| 3Y | -30.4% | +25.7% | -56.1% | -36.4% |
| 5Y | -17.0% | -66.8% | +49.8% | -20.1% |
| All | +19.0% | -61.5% | +80.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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