-17.8%
CPRT vs PTEN
+40.8%
-58.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | -1.5% | +7.2% | -8.7% | -1.9% |
| 30D | +21.4% | -7.4% | +28.7% | +21.5% |
| 3M | +10.4% | -2.4% | +12.8% | +10.0% |
| 6M | -4.3% | -10.0% | +5.7% | -4.3% |
| YTD | -18.3% | +79.7% | -98.0% | -23.5% |
| 1Y | -22.5% | +86.5% | -109.0% | -27.7% |
| 3Y | -34.3% | -1.4% | -32.9% | -37.0% |
| 5Y | -17.8% | +43.9% | -61.7% | -26.6% |
| All | -17.8% | +40.8% | -58.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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