-25.4%
CPRT vs PL
+454.1%
-479.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +2.2% | -9.3% | +11.5% | +2.5% |
| 30D | +16.6% | -18.9% | +35.6% | +17.3% |
| 3M | +9.6% | -58.4% | +68.0% | +12.8% |
| 6M | -11.1% | -30.3% | +19.2% | -11.5% |
| YTD | -13.9% | -8.1% | -5.8% | -15.7% |
| 1Y | -32.5% | +180.5% | -213.0% | -38.8% |
| All | -25.4% | +454.1% | -479.5% | -41.3% |
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