-5.7%
CPRT vs PR
+433.6%
-439.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +2.2% | +2.9% | -0.7% | +1.9% |
| 30D | +16.6% | +18.0% | -1.4% | +14.6% |
| 3M | +9.6% | +16.9% | -7.3% | +7.6% |
| 6M | -11.1% | +28.2% | -39.3% | -13.9% |
| YTD | -13.9% | +69.3% | -83.2% | -19.2% |
| 1Y | -32.5% | +69.5% | -102.0% | -36.8% |
| 3Y | -25.0% | +81.7% | -106.7% | -31.3% |
| All | -5.7% | +433.6% | -439.3% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling