-30.4%
CPRT vs PPL
+56.0%
-86.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +20.0% | +5.4% | +14.6% | +18.6% |
| 3M | +10.1% | +4.3% | +5.9% | +9.1% |
| 6M | -4.3% | -1.3% | -3.0% | -4.1% |
| YTD | -18.4% | +4.7% | -23.1% | -19.2% |
| 1Y | -20.1% | +1.3% | -21.3% | -20.4% |
| 3Y | -30.4% | +57.2% | -87.6% | -37.1% |
| All | -30.4% | +56.0% | -86.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling