-23.9%
CPRT vs PSX
+97.5%
-121.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +4.5% |
| 7D | +12.6% | -5.2% | +17.8% | +12.0% |
| 30D | +18.0% | -3.7% | +21.7% | +17.3% |
| 3M | +11.0% | +26.8% | -15.8% | +12.2% |
| 6M | -2.0% | +47.3% | -49.3% | -0.2% |
| YTD | -16.7% | +105.4% | -122.1% | -16.5% |
| 1Y | -23.9% | +96.9% | -120.8% | -24.1% |
| All | -23.9% | +97.5% | -121.4% | -24.1% |
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