+377.9%
CPRT vs ALK
-40.7%
+418.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.0% | +12.9% | -8.9% | +1.0% |
| 30D | +18.2% | +5.5% | +12.7% | +16.6% |
| 3M | +9.2% | -12.1% | +21.3% | +11.8% |
| 6M | -4.8% | +1.7% | -6.5% | -6.7% |
| YTD | -17.5% | -17.4% | -0.1% | -16.1% |
| 1Y | -22.0% | -1.9% | -20.1% | -24.4% |
| 3Y | -33.7% | +21.2% | -55.0% | -42.8% |
| 5Y | -15.0% | -27.8% | +12.8% | -16.9% |
| All | +377.9% | -40.7% | +418.6% | +339.1% |
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