-32.5%
CPRT vs PPG
+5.2%
-37.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | +2.2% | -1.5% | +3.7% | +2.6% |
| 30D | +16.6% | -5.0% | +21.6% | +18.1% |
| 3M | +9.6% | +1.1% | +8.5% | +9.5% |
| 6M | -11.1% | -3.2% | -8.0% | -10.6% |
| YTD | -13.9% | +11.9% | -25.7% | -18.5% |
| 1Y | -32.5% | +5.3% | -37.8% | -35.1% |
| All | -32.5% | +5.2% | -37.7% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling