-25.4%
CPRT vs P
+158.6%
-184.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | +2.2% | +6.5% | -4.3% | +1.9% |
| 30D | +16.6% | +18.8% | -2.2% | +15.2% |
| 3M | +9.6% | +26.7% | -17.2% | +7.7% |
| 6M | -11.1% | +62.2% | -73.3% | -15.2% |
| YTD | -13.9% | +48.5% | -62.4% | -17.4% |
| 1Y | -32.5% | +26.4% | -58.9% | -35.0% |
| All | -25.4% | +158.6% | -184.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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