+21,298.9%
CPRT vs PNR
+1,628.0%
+19,670.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.4% |
| 7D | +0.4% | -3.0% | +3.4% | +1.5% |
| 30D | +9.9% | -14.9% | +24.8% | +16.0% |
| 3M | +5.6% | -19.0% | +24.7% | +12.7% |
| 6M | -13.6% | -35.9% | +22.3% | -0.6% |
| YTD | -16.7% | -43.1% | +26.4% | -0.6% |
| 1Y | -33.1% | -46.4% | +13.3% | -18.7% |
| 3Y | -27.1% | -10.8% | -16.2% | -26.6% |
| 5Y | -9.9% | -18.9% | +9.0% | -7.3% |
| 10Y | +415.3% | +64.4% | +350.9% | +308.4% |
| All | +21,298.9% | +1,628.0% | +19,670.9% | +8,356.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling