-15.9%
CPRT vs PL
+37.0%
-52.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +14.5% | -12.9% | +0.8% |
| 7D | +1.6% | +10.9% | -9.3% | +0.9% |
| 30D | +18.8% | -16.4% | +35.1% | +19.8% |
| 3M | +9.4% | -39.9% | +49.4% | +12.3% |
| 6M | -4.4% | -63.2% | +58.8% | +0.5% |
| YTD | -17.1% | -27.1% | +10.0% | -18.6% |
| 1Y | -19.9% | +12.2% | -32.1% | -24.7% |
| 3Y | -30.5% | +584.3% | -614.8% | -50.0% |
| 5Y | -15.9% | +37.0% | -52.9% | -34.3% |
| All | -15.9% | +37.0% | -52.9% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling