+392.8%
CPRT vs APD
+185.9%
+206.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +6.0% | -3.7% | +9.7% | +7.7% |
| 30D | +20.0% | +9.6% | +10.4% | +15.7% |
| 3M | +10.1% | +1.6% | +8.5% | +9.3% |
| 6M | -4.3% | +2.2% | -6.5% | -5.6% |
| YTD | -18.4% | +25.9% | -44.3% | -26.8% |
| 1Y | -20.1% | +20.1% | -40.2% | -27.2% |
| 3Y | -30.4% | +12.4% | -42.8% | -37.2% |
| 5Y | -17.0% | +11.1% | -28.1% | -26.4% |
| All | +392.8% | +185.9% | +206.9% | +161.0% |
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