-30.4%
CPRT vs P
+175.5%
-205.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.2% | -1.7% |
| 7D | +6.0% | -23.8% | +29.8% | +6.5% |
| 30D | +20.0% | -36.6% | +56.6% | +21.1% |
| 3M | +10.1% | +10.9% | -0.7% | +8.3% |
| 6M | -4.3% | +30.0% | -34.3% | -7.4% |
| YTD | -18.4% | +44.4% | -62.8% | -22.1% |
| 1Y | -20.1% | +3.9% | -24.0% | -21.8% |
| 3Y | -30.4% | +176.6% | -207.0% | -40.3% |
| All | -30.4% | +175.5% | -205.9% | -40.3% |
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