-15.6%
CPRT vs PR
+225.6%
-241.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | 0.0% |
| 7D | +9.9% | -16.5% | +26.5% | +11.7% |
| 30D | +21.1% | -4.5% | +25.6% | +21.3% |
| 3M | +12.3% | +8.5% | +3.8% | +11.0% |
| 6M | -2.0% | -3.3% | +1.3% | -2.3% |
| YTD | -17.0% | +55.7% | -72.7% | -21.8% |
| 1Y | -22.5% | +82.0% | -104.6% | -28.4% |
| 3Y | -29.3% | +62.5% | -91.7% | -34.7% |
| 5Y | -15.6% | +223.9% | -239.5% | -29.8% |
| All | -15.6% | +225.6% | -241.2% | -29.8% |
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