-9.9%
CPRT vs PSX
+349.1%
-359.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -3.5% |
| 7D | +0.4% | +2.8% | -2.4% | +0.1% |
| 30D | +9.9% | +27.8% | -17.8% | +7.0% |
| 3M | +5.6% | +42.0% | -36.4% | +1.6% |
| 6M | -13.6% | +58.1% | -71.7% | -18.3% |
| YTD | -16.7% | +105.0% | -121.8% | -23.9% |
| 1Y | -33.1% | +104.9% | -138.0% | -39.1% |
| 3Y | -27.1% | +134.1% | -161.1% | -35.6% |
| 5Y | -9.9% | +363.8% | -373.7% | -26.6% |
| All | -9.9% | +349.1% | -359.0% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling