+22,034.1%
CPRT vs PPL
+1,399.3%
+20,634.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +2.7% | -0.4% | +1.5% |
| 30D | +16.6% | +0.5% | +16.2% | +16.5% |
| 3M | +9.6% | +0.7% | +8.9% | +9.4% |
| 6M | -11.1% | -7.6% | -3.5% | -9.2% |
| YTD | -13.9% | +1.8% | -15.7% | -14.5% |
| 1Y | -32.5% | -0.8% | -31.8% | -32.6% |
| 3Y | -25.0% | +56.9% | -81.9% | -34.9% |
| 5Y | -7.4% | +39.5% | -46.9% | -17.1% |
| 10Y | +422.0% | +55.4% | +366.6% | +340.9% |
| All | +22,034.1% | +1,399.3% | +20,634.8% | +12,665.0% |
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 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