-8.2%
CPRT vs PSA
+13.5%
-21.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | +9.9% | -8.2% | +18.1% | +13.3% |
| 3M | +5.6% | -2.1% | +7.8% | +6.6% |
| 6M | -13.6% | -0.2% | -13.4% | -13.6% |
| YTD | -16.7% | +18.5% | -35.2% | -21.6% |
| 1Y | -33.1% | +6.6% | -39.7% | -34.8% |
| 3Y | -27.1% | +24.5% | -51.5% | -34.5% |
| All | -8.2% | +13.5% | -21.7% | -15.2% |
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