-32.5%
CPRT vs PSX
+101.0%
-133.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +2.2% | +4.5% | -2.3% | +2.6% |
| 30D | +16.6% | +26.6% | -10.0% | +18.6% |
| 3M | +9.6% | +39.3% | -29.7% | +12.2% |
| 6M | -11.1% | +56.8% | -67.9% | -8.9% |
| YTD | -13.9% | +101.8% | -115.7% | -11.0% |
| 1Y | -32.5% | +99.6% | -132.1% | -30.4% |
| All | -32.5% | +101.0% | -133.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling