+232.4%
PM vs CPRT
+398.2%
-165.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -5.2% | +6.0% | -11.3% | -6.4% |
| 30D | +2.7% | +20.0% | -17.3% | -1.3% |
| 3M | +6.1% | +10.1% | -4.0% | +3.5% |
| 6M | +18.0% | -4.3% | +22.3% | +18.2% |
| YTD | +26.6% | -18.4% | +45.0% | +30.8% |
| 1Y | +36.7% | -20.1% | +56.8% | +41.9% |
| 3Y | +146.0% | -30.4% | +176.4% | +158.1% |
| 5Y | +164.1% | -17.0% | +181.1% | +160.7% |
| All | +232.4% | +398.2% | -165.8% | +147.7% |
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 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