-23.9%
CPRT vs PL
-0.6%
-23.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.4% | +11.4% | +4.8% |
| 7D | +12.6% | -11.7% | +24.4% | +12.2% |
| 30D | +18.0% | -27.1% | +45.1% | +16.9% |
| 3M | +11.0% | -44.6% | +55.5% | +9.3% |
| 6M | -2.0% | -67.2% | +65.2% | -3.5% |
| YTD | -16.7% | -35.9% | +19.2% | -18.9% |
| 1Y | -23.9% | -0.4% | -23.5% | -25.6% |
| All | -23.9% | -0.6% | -23.2% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling