-17.8%
CPRT vs ALK
-31.3%
+13.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +0.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +21.4% | +3.3% | +18.1% | +20.3% |
| 3M | +10.4% | -17.6% | +27.9% | +14.2% |
| 6M | -4.3% | +0.8% | -5.1% | -5.9% |
| YTD | -18.3% | -22.4% | +4.1% | -15.9% |
| 1Y | -22.5% | -10.1% | -12.4% | -23.3% |
| 3Y | -34.3% | +14.0% | -48.3% | -44.4% |
| 5Y | -17.8% | -29.8% | +12.1% | -18.4% |
| All | -17.8% | -31.3% | +13.5% | -18.4% |
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