-28.8%
CPRT vs PSX
+134.3%
-163.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -1.8% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | +8.2% | +21.6% | -13.4% | +6.1% |
| 3M | +2.3% | +46.5% | -44.2% | -1.9% |
| 6M | -14.7% | +62.0% | -76.8% | -19.7% |
| YTD | -18.2% | +106.3% | -124.5% | -25.9% |
| 1Y | -33.4% | +103.0% | -136.3% | -39.7% |
| All | -28.8% | +134.3% | -163.1% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling