-11.1%
CPRT vs PSA
+0.7%
-11.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | +2.2% | -3.7% | +5.9% | +4.0% |
| 30D | +16.6% | -7.7% | +24.4% | +21.0% |
| 3M | +9.6% | -0.6% | +10.2% | +11.0% |
| 6M | -11.1% | -0.9% | -10.2% | -9.7% |
| All | -11.1% | +0.7% | -11.8% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling