+31.0%
PG vs CPRT
-18.6%
+49.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +2.7% | -0.4% | +3.0% | +2.7% |
| 30D | +9.2% | +21.2% | -12.0% | +5.9% |
| 3M | +18.5% | +8.3% | +10.2% | +16.5% |
| 6M | +21.1% | -3.4% | +24.4% | +21.0% |
| YTD | +21.9% | -18.7% | +40.6% | +24.9% |
| 1Y | +18.1% | -23.5% | +41.6% | +22.2% |
| 3Y | +20.6% | -34.2% | +54.7% | +26.2% |
| All | +31.0% | -18.6% | +49.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling