-18.7%
CPRT vs PNR
-3.8%
-14.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | +21.2% | +31.7% | -10.5% | +7.5% |
| 3M | +8.3% | +2.6% | +5.7% | +6.7% |
| 6M | -3.4% | -6.4% | +3.0% | -2.0% |
| YTD | -18.7% | -33.4% | +14.7% | -4.8% |
| 1Y | -23.5% | -35.1% | +11.5% | -9.5% |
| 3Y | -34.2% | +17.1% | -51.2% | -44.6% |
| All | -18.7% | -3.8% | -14.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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