-30.4%
CPRT vs ALLY
+54.4%
-84.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +6.0% | +0.9% | +5.1% | +5.9% |
| 30D | +20.0% | +3.1% | +16.9% | +19.3% |
| 3M | +10.1% | -12.6% | +22.7% | +13.1% |
| 6M | -4.3% | -12.4% | +8.1% | -2.0% |
| YTD | -18.4% | -13.2% | -5.2% | -16.5% |
| 1Y | -20.1% | +1.8% | -21.9% | -21.1% |
| 3Y | -30.4% | +58.0% | -88.4% | -34.3% |
| All | -30.4% | +54.4% | -84.8% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling