+374.9%
CPRT vs ALLE
+158.4%
+216.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.3% |
| 7D | -11.2% | -2.4% | -8.8% | -10.1% |
| 30D | +3.3% | -7.7% | +11.0% | +7.4% |
| 3M | -3.6% | +15.2% | -18.7% | -10.6% |
| 6M | -15.8% | +5.4% | -21.2% | -18.8% |
| YTD | -23.5% | -2.9% | -20.6% | -23.5% |
| 1Y | -38.8% | -12.8% | -26.0% | -35.4% |
| 3Y | -33.4% | +47.2% | -80.6% | -48.4% |
| 5Y | -16.4% | +13.5% | -29.8% | -26.6% |
| All | +374.9% | +158.4% | +216.5% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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