+21,200.5%
CPRT vs APD
+2,853.8%
+18,346.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +0.9% |
| 7D | +1.6% | -1.6% | +3.2% | +2.2% |
| 30D | +18.8% | +10.6% | +8.2% | +14.9% |
| 3M | +9.4% | +2.5% | +6.9% | +8.4% |
| 6M | -4.4% | +6.0% | -10.3% | -6.5% |
| YTD | -17.1% | +28.4% | -45.6% | -24.4% |
| 1Y | -19.9% | +22.2% | -42.0% | -26.0% |
| 3Y | -30.5% | +26.6% | -57.1% | -38.0% |
| 5Y | -15.9% | +11.8% | -27.7% | -22.7% |
| 10Y | +386.7% | +187.8% | +198.9% | +225.0% |
| All | +21,200.5% | +2,853.8% | +18,346.7% | +8,644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling