+143.9%
PM vs CPRT
-30.7%
+174.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -5.2% | +6.0% | -11.3% | -5.7% |
| 30D | +2.7% | +20.0% | -17.3% | +1.1% |
| 3M | +5.2% | +10.1% | -4.9% | +4.1% |
| 6M | +17.0% | -4.3% | +21.3% | +16.7% |
| YTD | +25.5% | -18.4% | +43.9% | +26.2% |
| 1Y | +35.5% | -20.1% | +55.6% | +36.5% |
| 3Y | +143.9% | -30.4% | +174.3% | +143.2% |
| All | +143.9% | -30.7% | +174.6% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling