+374.9%
CPRT vs PBR
+697.0%
-322.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -11.2% | +5.4% | -16.5% | -11.9% |
| 30D | +3.3% | +22.9% | -19.6% | 0.0% |
| 3M | -3.6% | +19.6% | -23.2% | -6.5% |
| 6M | -15.8% | +16.5% | -32.2% | -18.2% |
| YTD | -23.5% | +86.7% | -110.2% | -31.3% |
| 1Y | -38.8% | +74.7% | -113.5% | -44.5% |
| 3Y | -33.4% | +102.6% | -136.0% | -42.0% |
| 5Y | -16.4% | +566.6% | -582.9% | -43.4% |
| All | +374.9% | +697.0% | -322.0% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling