+376.0%
CPRT vs ALK
-41.4%
+417.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.4% | +2.6% | -4.0% | -2.0% |
| 30D | +21.5% | +7.8% | +13.7% | +19.2% |
| 3M | +9.4% | -15.2% | +24.6% | +13.1% |
| 6M | -3.3% | +5.0% | -8.3% | -5.9% |
| YTD | -17.8% | -18.4% | +0.6% | -16.2% |
| 1Y | -22.2% | -2.4% | -19.8% | -24.5% |
| 3Y | -34.0% | +19.8% | -53.7% | -42.9% |
| 5Y | -15.4% | -27.8% | +12.3% | -17.4% |
| 10Y | +376.0% | -42.0% | +417.9% | +338.6% |
| All | +376.0% | -41.4% | +417.4% | +338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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