+374.9%
CPRT vs ALNY
+260.0%
+114.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -11.2% | -6.5% | -4.6% | -10.5% |
| 30D | +3.3% | +11.0% | -7.7% | +2.0% |
| 3M | -3.6% | -14.1% | +10.5% | -2.5% |
| 6M | -15.8% | -22.4% | +6.6% | -14.0% |
| YTD | -23.5% | -37.5% | +14.0% | -20.2% |
| 1Y | -38.8% | -46.9% | +8.2% | -35.0% |
| 3Y | -33.4% | +22.1% | -55.5% | -37.4% |
| 5Y | -16.4% | +31.2% | -47.6% | -24.3% |
| All | +374.9% | +260.0% | +114.9% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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