+415.3%
CPRT vs ALM
+3,219.4%
-2,804.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.8% | -12.1% | -3.5% |
| 7D | +0.4% | +8.4% | -8.0% | +0.2% |
| 30D | +9.9% | +34.8% | -24.9% | +9.2% |
| 3M | +5.6% | +16.2% | -10.6% | +5.1% |
| 6M | -13.6% | +2.1% | -15.8% | -14.1% |
| YTD | -16.7% | +117.0% | -133.8% | -18.7% |
| 1Y | -33.1% | +313.9% | -347.0% | -35.8% |
| 3Y | -27.1% | +2,327.9% | -2,355.0% | -34.0% |
| 5Y | -9.9% | +1,040.6% | -1,050.5% | -17.4% |
| 10Y | +415.3% | +3,219.4% | -2,804.1% | +370.4% |
| All | +415.3% | +3,219.4% | -2,804.1% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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