+22,034.1%
CPRT vs PSA
+6,843.5%
+15,190.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +3.4% |
| 30D | +16.6% | -7.7% | +24.4% | +19.5% |
| 3M | +9.6% | -0.6% | +10.2% | +9.8% |
| 6M | -11.1% | -0.9% | -10.2% | -11.0% |
| YTD | -13.9% | +18.7% | -32.5% | -18.3% |
| 1Y | -32.5% | +7.6% | -40.2% | -34.3% |
| 3Y | -25.0% | +23.7% | -48.7% | -30.8% |
| 5Y | -7.4% | +13.7% | -21.0% | -13.0% |
| 10Y | +422.0% | +98.9% | +323.1% | +309.0% |
| All | +22,034.1% | +6,843.5% | +15,190.6% | +6,944.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling