+361.5%
CPRT vs PR
+86.0%
+275.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | -0.4% | +6.0% | -6.4% | -0.6% |
| 30D | +21.2% | -4.2% | +25.4% | +21.3% |
| 3M | +8.3% | +10.0% | -1.7% | +7.7% |
| 6M | -3.4% | +15.6% | -19.0% | -4.2% |
| YTD | -18.7% | +68.2% | -86.9% | -20.9% |
| 1Y | -23.5% | +79.2% | -102.7% | -25.8% |
| 3Y | -34.2% | +94.9% | -129.1% | -36.6% |
| 5Y | -18.2% | +272.8% | -291.0% | -24.0% |
| All | +361.5% | +86.0% | +275.5% | +380.9% |
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