+2,300.0%
CPRT vs PRU
+806.6%
+1,493.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +2.2% | +1.9% | +0.4% | +1.7% |
| 30D | +16.6% | +2.7% | +13.9% | +15.8% |
| 3M | +9.6% | +19.5% | -9.9% | +4.7% |
| 6M | -11.1% | +26.6% | -37.8% | -16.4% |
| YTD | -13.9% | +12.3% | -26.2% | -16.7% |
| 1Y | -32.5% | +18.0% | -50.6% | -35.6% |
| 3Y | -25.0% | +47.0% | -72.1% | -32.8% |
| 5Y | -7.4% | +48.4% | -55.8% | -17.7% |
| 10Y | +422.0% | +142.4% | +279.5% | +294.3% |
| All | +2,300.0% | +806.6% | +1,493.4% | +761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling