+363.9%
CPRT vs PR
+83.7%
+280.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -1.5% | +6.7% | -8.2% | -1.8% |
| 30D | +21.4% | -6.1% | +27.5% | +21.6% |
| 3M | +10.4% | +6.9% | +3.5% | +9.9% |
| 6M | -4.3% | +14.6% | -18.9% | -5.1% |
| YTD | -18.3% | +66.1% | -84.4% | -20.4% |
| 1Y | -22.5% | +77.0% | -99.5% | -24.8% |
| 3Y | -34.3% | +93.8% | -128.2% | -36.8% |
| 5Y | -17.8% | +268.2% | -286.0% | -23.6% |
| All | +363.9% | +83.7% | +280.2% | +383.7% |
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