+25.6%
CPRT vs ALHC
-28.9%
+54.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +16.6% | -1.0% | +17.7% | +16.7% |
| 3M | +9.6% | -10.2% | +19.7% | +9.6% |
| 6M | -11.1% | -28.3% | +17.2% | -9.9% |
| YTD | -13.9% | -31.4% | +17.6% | -12.5% |
| 1Y | -32.5% | -16.9% | -15.6% | -32.6% |
| 3Y | -25.0% | +135.5% | -160.5% | -34.8% |
| 5Y | -7.4% | -33.6% | +26.2% | -14.6% |
| All | +25.6% | -28.9% | +54.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling