+392.8%
CPRT vs PR
+66.0%
+326.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.7% |
| 7D | +6.0% | -16.4% | +22.5% | +6.8% |
| 30D | +20.0% | -1.9% | +21.9% | +20.0% |
| 3M | +10.1% | +8.0% | +2.2% | +9.6% |
| 6M | -4.3% | +4.1% | -8.4% | -4.7% |
| YTD | -18.4% | +58.7% | -77.1% | -20.4% |
| 1Y | -20.1% | +75.8% | -95.9% | -22.4% |
| 3Y | -30.4% | +73.2% | -103.6% | -32.7% |
| 5Y | -17.0% | +230.1% | -247.1% | -22.5% |
| All | +392.8% | +66.0% | +326.7% | +416.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling