-34.2%
CPRT vs APD
+29.7%
-63.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.4% | +3.8% | -4.2% | -1.0% |
| 30D | +21.2% | +8.2% | +13.0% | +19.8% |
| 3M | +8.3% | +4.3% | +4.0% | +7.6% |
| 6M | -3.4% | +4.7% | -8.1% | -4.1% |
| YTD | -18.7% | +31.5% | -50.2% | -22.4% |
| 1Y | -23.5% | +23.5% | -47.1% | -26.3% |
| 3Y | -34.2% | +29.1% | -63.3% | -36.5% |
| All | -34.2% | +29.7% | -63.9% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling