+717.7%
CPRT vs ALLE
+260.9%
+456.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +16.6% | -6.8% | +23.4% | +20.5% |
| 3M | +9.6% | +21.0% | -11.4% | -0.5% |
| 6M | -11.1% | +1.1% | -12.2% | -12.4% |
| YTD | -13.9% | -0.5% | -13.3% | -14.8% |
| 1Y | -32.5% | -7.3% | -25.3% | -31.1% |
| 3Y | -25.0% | +42.3% | -67.3% | -39.8% |
| 5Y | -7.4% | +13.5% | -20.8% | -18.1% |
| 10Y | +422.0% | +144.0% | +277.9% | +215.9% |
| All | +717.7% | +260.9% | +456.8% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling