+425.5%
CPRT vs PLUG
+43.7%
+381.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +16.6% | +3.3% | +13.3% | +16.3% |
| 3M | +9.6% | -39.7% | +49.3% | +13.0% |
| 6M | -11.1% | -12.5% | +1.4% | -11.3% |
| YTD | -13.9% | +10.2% | -24.0% | -16.0% |
| 1Y | -32.5% | +50.7% | -83.2% | -36.9% |
| 3Y | -25.0% | -74.5% | +49.5% | -25.3% |
| 5Y | -7.4% | -91.8% | +84.4% | -1.3% |
| All | +425.5% | +43.7% | +381.8% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling