-15.0%
CPRT vs ALLE
+53.5%
-68.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | +18.2% | +25.9% | -7.7% | +6.7% |
| 3M | +9.2% | +14.9% | -5.7% | +2.4% |
| 6M | -4.8% | +42.1% | -46.9% | -19.1% |
| YTD | -17.5% | +20.4% | -37.9% | -25.1% |
| 1Y | -22.0% | +14.9% | -36.9% | -27.7% |
| 3Y | -33.7% | +90.1% | -123.8% | -54.2% |
| 5Y | -15.0% | +53.0% | -68.0% | -32.9% |
| All | -15.0% | +53.5% | -68.5% | -32.9% |
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