-33.4%
CPRT vs APA
+107.8%
-141.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.7% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +8.2% | +9.3% | -1.1% | +8.3% |
| 3M | +2.3% | +23.3% | -21.0% | +2.8% |
| 6M | -14.7% | +39.5% | -54.2% | -15.3% |
| YTD | -18.2% | +87.6% | -105.8% | -19.1% |
| 1Y | -33.4% | +114.2% | -147.6% | -33.7% |
| All | -33.4% | +107.8% | -141.2% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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