+1,733.6%
CPRT vs PSKY
-63.1%
+1,796.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.3% | +1.4% |
| 7D | +2.0% | -24.6% | +26.6% | +7.1% |
| 30D | -12.2% | -36.1% | +24.0% | -4.5% |
| 3M | -16.2% | -36.0% | +19.8% | -9.7% |
| 6M | -16.2% | -40.5% | +24.3% | -8.5% |
| YTD | -28.8% | -47.7% | +18.9% | -20.9% |
| 1Y | -36.7% | -58.4% | +21.6% | -26.9% |
| 3Y | -40.2% | -40.7% | +0.4% | -40.4% |
| 5Y | -23.1% | -80.0% | +56.9% | -7.1% |
| 10Y | +313.0% | -84.4% | +397.5% | +354.6% |
| All | +1,733.6% | -63.1% | +1,796.6% | +1,525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling