+387.6%
CPRT vs PSKY
-75.1%
+462.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.3% |
| 7D | -8.4% | -6.0% | -2.4% | -7.5% |
| 30D | +4.6% | +10.7% | -6.1% | +2.8% |
| 3M | -1.9% | +1.2% | -3.1% | -2.3% |
| 6M | -15.3% | +1.5% | -16.8% | -16.0% |
| YTD | -21.5% | -21.8% | +0.3% | -19.2% |
| 1Y | -36.6% | -30.2% | -6.5% | -34.2% |
| 3Y | -31.2% | -20.1% | -11.1% | -34.0% |
| 5Y | -14.1% | -70.5% | +56.4% | -2.8% |
| All | +387.6% | -75.1% | +462.7% | +343.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling