+415.3%
CPRT vs APD
+161.1%
+254.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | +9.9% | -1.9% | +11.8% | +10.7% |
| 3M | +5.6% | +8.2% | -2.6% | +1.9% |
| 6M | -13.6% | +10.7% | -24.4% | -17.9% |
| YTD | -16.7% | +22.9% | -39.7% | -24.6% |
| 1Y | -33.1% | +5.8% | -38.9% | -35.8% |
| 3Y | -27.1% | +7.8% | -34.8% | -32.9% |
| 5Y | -9.9% | +26.1% | -36.0% | -25.5% |
| 10Y | +415.3% | +163.7% | +251.6% | +171.5% |
| All | +415.3% | +161.1% | +254.2% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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