-30.4%
CPRT vs PL
+455.3%
-485.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -12.0% | -1.8% |
| 7D | +6.0% | -6.8% | +12.9% | +6.2% |
| 30D | +20.0% | -29.3% | +49.3% | +20.9% |
| 3M | +10.1% | -44.8% | +54.9% | +11.7% |
| 6M | -4.3% | -68.4% | +64.1% | -1.5% |
| YTD | -18.4% | -36.4% | +18.0% | -19.4% |
| 1Y | -20.1% | +0.7% | -20.8% | -23.2% |
| 3Y | -30.4% | +455.3% | -485.7% | -44.0% |
| All | -30.4% | +455.3% | -485.7% | -44.0% |
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