+21,102.0%
CPRT vs PSA
+7,702.6%
+13,399.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.0% | +0.8% | +3.2% | +3.8% |
| 30D | +18.2% | +15.9% | +2.3% | +13.2% |
| 3M | +9.2% | +4.2% | +5.0% | +7.8% |
| 6M | -4.8% | +10.1% | -15.0% | -7.5% |
| YTD | -17.5% | +33.3% | -50.8% | -24.4% |
| 1Y | -22.0% | +28.2% | -50.2% | -27.8% |
| 3Y | -33.7% | +54.9% | -88.6% | -42.7% |
| 5Y | -15.0% | +28.3% | -43.3% | -22.9% |
| 10Y | +385.2% | +134.1% | +251.1% | +262.9% |
| All | +21,102.0% | +7,702.6% | +13,399.4% | +6,417.3% |
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