-30.4%
CPRT vs PR
+64.2%
-94.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -1.8% |
| 7D | +6.0% | -16.4% | +22.5% | +7.7% |
| 30D | +20.0% | -1.9% | +21.9% | +19.7% |
| 3M | +10.1% | +8.0% | +2.2% | +8.6% |
| 6M | -4.3% | +4.1% | -8.4% | -5.5% |
| YTD | -18.4% | +58.7% | -77.1% | -24.6% |
| 1Y | -20.1% | +75.8% | -95.9% | -27.5% |
| 3Y | -30.4% | +73.2% | -103.6% | -36.7% |
| All | -30.4% | +64.2% | -94.7% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling