-24.4%
CPRT vs APA
+8.0%
-32.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.6% |
| 7D | +2.2% | +0.5% | +1.7% | +2.2% |
| 30D | +16.6% | +23.4% | -6.8% | +15.2% |
| 3M | +9.6% | +12.7% | -3.1% | +8.7% |
| 6M | -11.1% | +39.4% | -50.5% | -13.8% |
| YTD | -13.9% | +79.0% | -92.8% | -18.3% |
| 1Y | -32.5% | +88.8% | -121.3% | -36.4% |
| All | -24.4% | +8.0% | -32.4% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling