-18.7%
CPRT vs PPL
+47.4%
-66.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | +21.2% | +2.6% | +18.5% | +20.1% |
| 3M | +8.3% | +0.8% | +7.5% | +8.0% |
| 6M | -3.4% | +1.4% | -4.8% | -3.8% |
| YTD | -18.7% | +4.3% | -23.0% | -20.1% |
| 1Y | -23.5% | +0.8% | -24.3% | -24.0% |
| 3Y | -34.2% | +57.9% | -92.1% | -46.1% |
| All | -18.7% | +47.4% | -66.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling