+376.0%
CPRT vs PR
+72.8%
+303.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +21.5% | -4.6% | +26.1% | +21.6% |
| 3M | +9.4% | +4.7% | +4.7% | +9.1% |
| 6M | -3.3% | +12.4% | -15.8% | -4.0% |
| YTD | -17.8% | +62.9% | -80.7% | -19.9% |
| 1Y | -22.2% | +70.6% | -92.8% | -24.3% |
| 3Y | -34.0% | +90.0% | -124.0% | -36.4% |
| 5Y | -15.4% | +255.5% | -271.0% | -21.3% |
| 10Y | +376.0% | +78.7% | +297.2% | +398.1% |
| All | +376.0% | +72.8% | +303.2% | +398.1% |
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