-27.1%
CPRT vs PSKY
-12.8%
-14.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.3% |
| 7D | +0.4% | +2.4% | -2.0% | +0.2% |
| 30D | +9.9% | +17.5% | -7.6% | +8.7% |
| 3M | +5.6% | +4.4% | +1.2% | +5.3% |
| 6M | -13.6% | -9.0% | -4.6% | -13.3% |
| YTD | -16.7% | -18.6% | +1.9% | -16.3% |
| 1Y | -33.1% | -27.7% | -5.4% | -32.5% |
| 3Y | -27.1% | -16.9% | -10.2% | -29.5% |
| All | -27.1% | -12.8% | -14.3% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling