-18.7%
CPRT vs ALM
+410.2%
-428.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.3% | -0.7% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | +21.2% | -19.3% | +40.5% | +21.5% |
| 3M | +8.3% | -40.6% | +49.0% | +9.2% |
| 6M | -3.4% | -57.9% | +54.5% | -2.2% |
| YTD | -18.7% | -6.7% | -12.0% | -19.1% |
| 1Y | -23.5% | +20.2% | -43.7% | -24.3% |
| 3Y | -34.2% | +879.4% | -913.6% | -37.8% |
| All | -18.7% | +410.2% | -428.9% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling