+1,413.5%
CPRT vs PSLV
+120.6%
+1,292.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -1.9% |
| 7D | -0.4% | +3.3% | -3.7% | -0.6% |
| 30D | +8.2% | +2.1% | +6.1% | +8.1% |
| 3M | +2.3% | +7.1% | -4.8% | +1.7% |
| 6M | -14.7% | -21.6% | +6.8% | -13.6% |
| YTD | -18.2% | -6.7% | -11.5% | -18.9% |
| 1Y | -33.4% | +59.3% | -92.6% | -36.7% |
| 3Y | -28.3% | +182.1% | -210.4% | -35.4% |
| 5Y | -9.8% | +162.6% | -172.5% | -18.8% |
| 10Y | +412.4% | +203.0% | +209.4% | +349.3% |
| All | +1,413.5% | +120.6% | +1,292.9% | +1,086.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling