-23.9%
CPRT vs PRU
+27.9%
-51.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.6% | -1.6% | +2.8% |
| 7D | +12.6% | +9.8% | +2.9% | +9.3% |
| 30D | +18.0% | +11.6% | +6.4% | +14.0% |
| 3M | +11.0% | +3.7% | +7.3% | +8.9% |
| 6M | -2.0% | +33.0% | -35.0% | -8.3% |
| YTD | -16.7% | +16.6% | -33.3% | -21.7% |
| 1Y | -23.9% | +26.9% | -50.8% | -28.5% |
| All | -23.9% | +27.9% | -51.8% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling