-30.4%
CPRT vs PLUG
-78.4%
+48.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.4% | -9.0% | -1.7% |
| 7D | +6.0% | +5.8% | +0.2% | +6.0% |
| 30D | +20.0% | -18.5% | +38.6% | +20.2% |
| 3M | +10.1% | -30.0% | +40.1% | +10.4% |
| 6M | -4.3% | -56.2% | +51.9% | -3.9% |
| YTD | -18.4% | -26.4% | +8.0% | -18.5% |
| 1Y | -20.1% | -42.2% | +22.1% | -20.0% |
| 3Y | -30.4% | -76.8% | +46.4% | -32.4% |
| All | -30.4% | -78.4% | +48.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling