-23.9%
CPRT vs PPL
+1.0%
-24.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +12.6% | +1.8% | +10.8% | +12.2% |
| 30D | +18.0% | +8.4% | +9.6% | +15.9% |
| 3M | +11.0% | +2.4% | +8.6% | +10.5% |
| 6M | -2.0% | -4.0% | +1.9% | -2.2% |
| YTD | -16.7% | +4.5% | -21.1% | -15.7% |
| 1Y | -23.9% | +1.7% | -25.6% | -23.9% |
| All | -23.9% | +1.0% | -24.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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