-5.7%
CPRT vs ALK
-25.3%
+19.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +16.6% | -19.2% | +35.9% | +21.5% |
| 3M | +9.6% | -1.5% | +11.1% | +9.1% |
| 6M | -11.1% | -13.1% | +1.9% | -9.9% |
| YTD | -13.9% | -16.4% | +2.6% | -12.4% |
| 1Y | -32.5% | -33.1% | +0.5% | -28.0% |
| 3Y | -25.0% | +0.6% | -25.7% | -31.9% |
| All | -5.7% | -25.3% | +19.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling