+392.8%
CPRT vs PPL
+62.0%
+330.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +20.0% | +5.4% | +14.6% | +17.6% |
| 3M | +10.1% | +4.3% | +5.9% | +8.3% |
| 6M | -4.3% | -1.3% | -3.0% | -3.9% |
| YTD | -18.4% | +4.7% | -23.1% | -20.2% |
| 1Y | -20.1% | +1.3% | -21.3% | -20.9% |
| 3Y | -30.4% | +57.2% | -87.6% | -43.4% |
| 5Y | -17.0% | +48.2% | -65.2% | -31.4% |
| All | +392.8% | +62.0% | +330.7% | +265.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling