-14.1%
CPRT vs PNR
-21.1%
+7.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.4% |
| 7D | -8.4% | -5.5% | -2.9% | -6.1% |
| 30D | +4.6% | -15.6% | +20.2% | +12.5% |
| 3M | -1.9% | -20.2% | +18.3% | +7.0% |
| 6M | -15.3% | -36.6% | +21.3% | +1.9% |
| YTD | -21.5% | -45.0% | +23.5% | +0.5% |
| 1Y | -36.6% | -47.4% | +10.8% | -17.3% |
| 3Y | -31.2% | -13.7% | -17.5% | -32.9% |
| 5Y | -14.1% | -20.8% | +6.7% | -10.1% |
| All | -14.1% | -21.1% | +7.0% | -10.1% |
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