+1.9%
PLD vs CPRT
-14.6%
+16.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.3% | +2.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.1% |
| 30D | +0.8% | +18.8% | -18.0% | -5.8% |
| 3M | -6.1% | +9.4% | -15.5% | -10.2% |
| 6M | -8.0% | -4.4% | -3.6% | -7.4% |
| YTD | +4.7% | -17.1% | +21.8% | +11.7% |
| 1Y | +7.2% | -19.9% | +27.1% | +16.1% |
| 3Y | +39.2% | -30.5% | +69.7% | +56.8% |
| 5Y | +1.9% | -15.9% | +17.8% | -4.7% |
| All | +1.9% | -14.6% | +16.5% | -4.7% |
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