-23.5%
CPRT vs ALLE
+15.3%
-38.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -0.4% | +3.6% | -3.9% | -1.6% |
| 30D | +21.2% | +25.9% | -4.7% | +12.5% |
| 3M | +8.3% | +15.8% | -7.5% | +2.8% |
| 6M | -3.4% | +48.1% | -51.5% | -14.2% |
| YTD | -18.7% | +22.0% | -40.7% | -26.0% |
| 1Y | -23.5% | +18.0% | -41.6% | -30.3% |
| All | -23.5% | +15.3% | -38.9% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling