+385.2%
CPRT vs PR
+65.1%
+320.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +4.0% | -9.5% | +13.5% | +4.4% |
| 30D | +18.2% | -5.7% | +23.9% | +18.4% |
| 3M | +9.2% | +3.0% | +6.2% | +8.9% |
| 6M | -4.8% | +11.8% | -16.6% | -5.5% |
| YTD | -17.5% | +58.5% | -76.0% | -19.5% |
| 1Y | -22.0% | +69.9% | -91.9% | -24.2% |
| 3Y | -33.7% | +84.9% | -118.6% | -36.1% |
| 5Y | -15.0% | +246.4% | -261.4% | -20.8% |
| 10Y | +385.2% | +70.3% | +314.9% | +409.9% |
| All | +385.2% | +65.1% | +320.1% | +409.9% |
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