-33.7%
CPRT vs P
+187.1%
-220.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | +4.0% | -13.3% | +17.3% | +4.2% |
| 30D | +18.2% | -34.0% | +52.2% | +19.2% |
| 3M | +9.2% | +4.1% | +5.1% | +7.9% |
| 6M | -4.8% | +30.5% | -35.3% | -7.5% |
| YTD | -17.5% | +52.2% | -69.7% | -21.2% |
| 1Y | -22.0% | +10.3% | -32.3% | -23.8% |
| 3Y | -33.7% | +180.9% | -214.6% | -42.4% |
| All | -33.7% | +187.1% | -220.8% | -42.4% |
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