-18.7%
CPRT vs P
+279.3%
-298.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | -0.4% | +11.6% | -12.0% | -1.4% |
| 30D | +21.2% | -23.7% | +44.8% | +23.7% |
| 3M | +8.3% | -8.0% | +16.3% | +7.7% |
| 6M | -3.4% | +27.9% | -31.3% | -8.9% |
| YTD | -18.7% | +61.2% | -79.9% | -27.0% |
| 1Y | -23.5% | +28.6% | -52.1% | -29.5% |
| 3Y | -34.2% | +200.5% | -234.6% | -54.3% |
| All | -18.7% | +279.3% | -298.0% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling