-28.4%
CPRT vs PSKY
-78.2%
+49.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.3% | +1.3% |
| 7D | +2.0% | -24.6% | +26.6% | +6.5% |
| 30D | -12.2% | -36.1% | +24.0% | -5.3% |
| 3M | -32.6% | -58.0% | +25.4% | -23.0% |
| 6M | -32.6% | -58.0% | +25.4% | -23.0% |
| YTD | -32.6% | -58.0% | +25.4% | -23.0% |
| 1Y | -36.7% | -58.4% | +21.6% | -27.7% |
| 3Y | -40.2% | -40.7% | +0.4% | -37.3% |
| All | -28.4% | -78.2% | +49.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling