-15.0%
CPRT vs PSA
+29.1%
-44.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | +18.2% | +15.9% | +2.3% | +12.2% |
| 3M | +9.2% | +4.2% | +5.0% | +7.5% |
| 6M | -4.8% | +10.1% | -15.0% | -8.1% |
| YTD | -17.5% | +33.3% | -50.8% | -25.6% |
| 1Y | -22.0% | +28.2% | -50.2% | -28.8% |
| 3Y | -33.7% | +54.9% | -88.6% | -45.4% |
| 5Y | -15.0% | +28.3% | -43.3% | -27.0% |
| All | -15.0% | +29.1% | -44.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling