+680.8%
CPRT vs ALLY
+124.8%
+555.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | +3.7% | -1.5% | +1.1% |
| 30D | +16.6% | -2.3% | +18.9% | +17.4% |
| 3M | +9.6% | +3.8% | +5.8% | +8.0% |
| 6M | -11.1% | +9.7% | -20.8% | -14.1% |
| YTD | -13.9% | -1.4% | -12.5% | -14.2% |
| 1Y | -32.5% | +8.2% | -40.8% | -35.0% |
| 3Y | -25.0% | +66.5% | -91.5% | -39.0% |
| 5Y | -7.4% | +1.2% | -8.6% | -14.8% |
| 10Y | +422.0% | +191.4% | +230.6% | +211.0% |
| All | +680.8% | +124.8% | +555.9% | +371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling