-5.7%
CPRT vs PAAS
+113.1%
-118.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | +2.2% | -2.9% | +5.1% | +2.5% |
| 30D | +16.6% | +6.8% | +9.8% | +15.9% |
| 3M | +9.6% | -2.9% | +12.5% | +9.5% |
| 6M | -11.1% | -16.4% | +5.3% | -10.3% |
| YTD | -13.9% | 0.0% | -13.9% | -14.7% |
| 1Y | -32.5% | +54.3% | -86.8% | -36.0% |
| 3Y | -25.0% | +230.7% | -255.7% | -36.1% |
| All | -5.7% | +113.1% | -118.8% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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