-29.3%
CPRT vs PL
+403.1%
-432.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.1% | +9.7% | -0.2% |
| 7D | +9.9% | -20.5% | +30.5% | +10.4% |
| 30D | +21.1% | -38.8% | +59.9% | +22.4% |
| 3M | +12.3% | -49.1% | +61.5% | +14.1% |
| 6M | -2.0% | -69.4% | +67.4% | +0.7% |
| YTD | -17.0% | -42.3% | +25.3% | -17.9% |
| 1Y | -22.5% | -14.2% | -8.3% | -25.1% |
| All | -29.3% | +403.1% | -432.4% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling