-33.5%
CPRT vs ALK
+20.7%
-54.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -1.4% | +2.6% | -4.0% | -1.7% |
| 30D | +21.5% | +7.8% | +13.7% | +20.1% |
| 3M | +9.4% | -15.2% | +24.6% | +11.2% |
| 6M | -3.3% | +5.0% | -8.3% | -4.7% |
| YTD | -17.8% | -18.4% | +0.6% | -17.0% |
| 1Y | -22.2% | -2.4% | -19.8% | -23.4% |
| All | -33.5% | +20.7% | -54.1% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling