-23.9%
CPRT vs PSA
+28.0%
-51.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +3.7% |
| 7D | +12.6% | +10.5% | +2.1% | +7.9% |
| 30D | +18.0% | +21.7% | -3.7% | +9.0% |
| 3M | +11.0% | +6.1% | +4.9% | +7.9% |
| 6M | -2.0% | +18.3% | -20.3% | -7.6% |
| YTD | -16.7% | +36.1% | -52.7% | -23.9% |
| 1Y | -23.9% | +29.3% | -53.2% | -30.7% |
| All | -23.9% | +28.0% | -51.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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