-17.1%
CPRT vs ALLE
+49.9%
-67.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +6.0% | -0.6% | +6.6% | +6.4% |
| 30D | +20.0% | +25.3% | -5.3% | +8.5% |
| 3M | +10.1% | +10.3% | -0.1% | +5.2% |
| 6M | -4.3% | +38.0% | -42.4% | -17.6% |
| YTD | -18.4% | +17.8% | -36.2% | -25.1% |
| 1Y | -20.1% | +13.6% | -33.7% | -25.6% |
| 3Y | -30.4% | +89.2% | -119.6% | -52.0% |
| All | -17.1% | +49.9% | -67.0% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling