+386.7%
CPRT vs ALLE
+233.6%
+153.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.2% |
| 7D | +1.6% | -0.6% | +2.3% | +2.0% |
| 30D | +18.8% | +26.6% | -7.8% | +5.5% |
| 3M | +9.4% | +13.2% | -3.8% | +2.6% |
| 6M | -4.4% | +42.9% | -47.3% | -20.6% |
| YTD | -17.1% | +21.0% | -38.1% | -25.9% |
| 1Y | -19.9% | +15.2% | -35.1% | -26.6% |
| 3Y | -30.5% | +95.6% | -126.1% | -53.5% |
| 5Y | -15.9% | +53.4% | -69.4% | -36.8% |
| 10Y | +386.7% | +221.5% | +165.2% | +152.5% |
| All | +386.7% | +233.6% | +153.1% | +152.5% |
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