+2,232.7%
PG vs CPRT
+23,082.2%
-20,849.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.1% | +9.9% | -10.1% | -1.2% |
| 3M | +1.1% | +5.6% | -4.6% | +0.3% |
| 6M | -3.8% | -13.6% | +9.8% | -2.6% |
| YTD | +3.8% | -16.7% | +20.6% | +5.5% |
| 1Y | -5.8% | -33.1% | +27.4% | -2.1% |
| 3Y | +3.0% | -27.1% | +30.1% | +5.5% |
| 5Y | +14.5% | -9.9% | +24.3% | +13.8% |
| 10Y | +117.8% | +415.3% | -297.5% | +82.7% |
| All | +2,232.7% | +23,082.2% | -20,849.5% | +1,403.5% |
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