+21,220.2%
CPRT vs PPL
+1,450.1%
+19,770.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +9.9% | +1.0% | +8.9% | +9.6% |
| 30D | +21.1% | +6.8% | +14.3% | +18.9% |
| 3M | +12.3% | +3.9% | +8.5% | +11.1% |
| 6M | -2.0% | -2.0% | 0.0% | -1.5% |
| YTD | -17.0% | +5.3% | -22.3% | -18.4% |
| 1Y | -22.5% | +2.2% | -24.7% | -23.3% |
| 3Y | -29.3% | +56.7% | -86.0% | -38.5% |
| 5Y | -15.6% | +49.1% | -64.7% | -25.8% |
| 10Y | +411.6% | +63.6% | +348.0% | +326.3% |
| All | +21,220.2% | +1,450.1% | +19,770.1% | +12,077.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling