+21,220.2%
CPRT vs ALK
+912.6%
+20,307.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.2% |
| 7D | +9.9% | +7.1% | +2.9% | +8.4% |
| 30D | +21.1% | -3.0% | +24.1% | +21.8% |
| 3M | +12.3% | -25.6% | +38.0% | +18.9% |
| 6M | -2.0% | +0.5% | -2.5% | -3.4% |
| YTD | -17.0% | -23.1% | +6.0% | -14.5% |
| 1Y | -22.5% | -7.5% | -15.0% | -23.5% |
| 3Y | -29.3% | +15.3% | -44.6% | -36.0% |
| 5Y | -15.6% | -34.8% | +19.2% | -14.8% |
| 10Y | +411.6% | -41.2% | +452.7% | +385.4% |
| All | +21,220.2% | +912.6% | +20,307.6% | +9,417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling