+385.2%
CPRT vs ALLY
+182.8%
+202.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.2% |
| 7D | +4.0% | -0.7% | +4.7% | +4.2% |
| 30D | +18.2% | +1.1% | +17.1% | +17.9% |
| 3M | +9.2% | -13.2% | +22.3% | +13.9% |
| 6M | -4.8% | -13.5% | +8.6% | -0.9% |
| YTD | -17.5% | -14.3% | -3.2% | -14.3% |
| 1Y | -22.0% | -1.1% | -20.9% | -22.7% |
| 3Y | -33.7% | +62.0% | -95.7% | -46.1% |
| 5Y | -15.0% | -9.6% | -5.3% | -18.8% |
| 10Y | +385.2% | +176.0% | +209.2% | +182.4% |
| All | +385.2% | +182.8% | +202.3% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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