-25.4%
CPRT vs APD
+9.1%
-34.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +2.2% | -2.2% | +4.4% | +2.5% |
| 30D | +16.6% | +2.1% | +14.5% | +16.3% |
| 3M | +9.6% | +7.2% | +2.4% | +8.5% |
| 6M | -11.1% | +11.2% | -22.4% | -12.7% |
| YTD | -13.9% | +24.4% | -38.3% | -17.0% |
| 1Y | -32.5% | +6.7% | -39.2% | -33.0% |
| All | -25.4% | +9.1% | -34.5% | -27.5% |
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