-31.7%
CPRT vs PSLV
+165.1%
-196.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.8% |
| 7D | -8.4% | -4.9% | -3.6% | -8.2% |
| 30D | +4.6% | -1.9% | +6.5% | +4.7% |
| 3M | -1.9% | +4.2% | -6.1% | -2.1% |
| 6M | -15.3% | -27.6% | +12.3% | -14.4% |
| YTD | -21.5% | -11.7% | -9.8% | -21.6% |
| 1Y | -36.6% | +49.3% | -85.9% | -38.2% |
| All | -31.7% | +165.1% | -196.8% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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