+116.1%
PG vs CPRT
+380.0%
-263.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.1% |
| 7D | -0.8% | -11.2% | +10.4% | +1.5% |
| 30D | +0.8% | +3.3% | -2.5% | -0.1% |
| 3M | -1.3% | -3.6% | +2.2% | -1.1% |
| 6M | -3.8% | -15.8% | +11.9% | -1.0% |
| YTD | +3.6% | -23.5% | +27.1% | +8.5% |
| 1Y | -5.7% | -38.8% | +33.0% | +3.3% |
| 3Y | +1.6% | -33.4% | +35.0% | +7.7% |
| 5Y | +14.6% | -16.4% | +31.0% | +13.1% |
| All | +116.1% | +380.0% | -263.8% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling