-33.1%
CPRT vs ALM
+347.8%
-380.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.8% | -12.1% | -3.4% |
| 7D | +0.4% | +8.4% | -8.0% | +0.3% |
| 30D | +9.9% | +34.8% | -24.9% | +9.4% |
| 3M | +5.6% | +16.2% | -10.6% | +5.4% |
| 6M | -13.6% | +2.1% | -15.8% | -14.0% |
| YTD | -16.7% | +117.0% | -133.8% | -19.0% |
| 1Y | -33.1% | +313.9% | -347.0% | -33.7% |
| All | -33.1% | +347.8% | -380.9% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling