+2,118.4%
CPRT vs PSKY
-42.2%
+2,160.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +16.6% | +24.0% | -7.3% | +11.7% |
| 3M | +9.6% | +2.2% | +7.4% | +8.8% |
| 6M | -11.1% | -9.0% | -2.1% | -10.2% |
| YTD | -13.9% | -18.1% | +4.3% | -11.6% |
| 1Y | -32.5% | -25.1% | -7.4% | -30.3% |
| 3Y | -25.0% | -16.3% | -8.7% | -29.4% |
| 5Y | -7.4% | -70.4% | +63.0% | +4.7% |
| 10Y | +422.0% | -74.2% | +496.1% | +423.2% |
| All | +2,118.4% | -42.2% | +2,160.7% | +1,717.9% |
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 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