+425.5%
CPRT vs PPL
+54.8%
+370.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +2.7% | -0.4% | +1.2% |
| 30D | +16.6% | +0.5% | +16.2% | +16.4% |
| 3M | +9.6% | +0.7% | +8.9% | +9.3% |
| 6M | -11.1% | -7.6% | -3.5% | -8.5% |
| YTD | -13.9% | +1.8% | -15.7% | -14.8% |
| 1Y | -32.5% | -0.8% | -31.8% | -32.7% |
| 3Y | -25.0% | +56.9% | -81.9% | -39.1% |
| 5Y | -7.4% | +39.5% | -46.9% | -21.5% |
| All | +425.5% | +54.8% | +370.7% | +293.4% |
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