-23.9%
CPRT vs PR
+87.5%
-111.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.5% | +11.6% | +4.4% |
| 7D | +12.6% | -12.1% | +24.7% | +11.5% |
| 30D | +18.0% | +0.9% | +17.1% | +17.3% |
| 3M | +11.0% | +10.1% | +0.8% | +11.0% |
| 6M | -2.0% | +1.1% | -3.1% | -1.8% |
| YTD | -16.7% | +63.7% | -80.3% | -15.6% |
| 1Y | -23.9% | +87.0% | -110.9% | -20.8% |
| All | -23.9% | +87.5% | -111.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling