-15.6%
CPRT vs PL
+11.6%
-27.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.1% | +9.7% | +0.1% |
| 7D | +9.9% | -20.5% | +30.5% | +11.2% |
| 30D | +21.1% | -38.8% | +59.9% | +24.4% |
| 3M | +12.3% | -49.1% | +61.5% | +16.5% |
| 6M | -2.0% | -69.4% | +67.4% | +3.9% |
| YTD | -17.0% | -42.3% | +25.3% | -17.4% |
| 1Y | -22.5% | -14.2% | -8.3% | -25.9% |
| 3Y | -29.3% | +398.7% | -428.0% | -47.9% |
| 5Y | -15.6% | +11.1% | -26.7% | -33.5% |
| All | -15.6% | +11.6% | -27.2% | -33.5% |
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