+198.6%
PM vs CPRT
+411.2%
-212.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.6% | +9.9% | -12.5% | -4.7% |
| 3M | +5.8% | +5.6% | +0.2% | +4.1% |
| 6M | +10.6% | -13.6% | +24.2% | +13.5% |
| YTD | +17.2% | -16.7% | +33.9% | +20.9% |
| 1Y | +17.6% | -33.1% | +50.8% | +27.4% |
| 3Y | +124.3% | -27.1% | +151.3% | +133.2% |
| 5Y | +125.1% | -9.9% | +134.9% | +117.5% |
| 10Y | +198.6% | +415.3% | -216.7% | +93.3% |
| All | +198.6% | +411.2% | -212.6% | +93.3% |
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