+21,016.7%
CPRT vs PTC
+880.7%
+20,136.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +21.5% | +0.9% | +20.6% | +21.3% |
| 3M | +9.4% | +30.4% | -21.0% | +3.5% |
| 6M | -3.3% | +34.4% | -37.7% | -9.3% |
| YTD | -17.8% | +12.6% | -30.4% | -20.6% |
| 1Y | -22.2% | +10.2% | -32.4% | -24.6% |
| 3Y | -34.0% | +29.4% | -63.4% | -38.2% |
| 5Y | -15.4% | +63.7% | -79.2% | -24.0% |
| 10Y | +376.0% | +316.9% | +59.1% | +266.6% |
| All | +21,016.7% | +880.7% | +20,136.0% | +11,048.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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