+2,638.8%
PG vs CPRT
+22,534.7%
-19,895.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +18.5% | +8.3% | +10.2% | +17.3% |
| 6M | +21.1% | -3.4% | +24.4% | +21.1% |
| YTD | +21.9% | -18.7% | +40.6% | +24.0% |
| 1Y | +18.1% | -23.5% | +41.6% | +20.9% |
| 3Y | +20.6% | -34.2% | +54.7% | +24.7% |
| 5Y | +31.8% | -18.2% | +50.0% | +32.3% |
| 10Y | +166.5% | +370.9% | -204.5% | +125.3% |
| All | +2,638.8% | +22,534.7% | -19,895.9% | +1,668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling