-5.7%
CPRT vs APD
+27.6%
-33.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.9% |
| 30D | +16.6% | +2.1% | +14.5% | +15.8% |
| 3M | +9.6% | +7.2% | +2.4% | +7.1% |
| 6M | -11.1% | +11.2% | -22.4% | -14.4% |
| YTD | -13.9% | +24.4% | -38.3% | -20.3% |
| 1Y | -32.5% | +6.7% | -39.2% | -34.3% |
| 3Y | -25.0% | +9.2% | -34.3% | -28.9% |
| All | -5.7% | +27.6% | -33.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling