+117.4%
PM vs CPRT
-7.1%
+124.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -4.9% | +2.2% | -7.1% | -5.2% |
| 30D | -3.4% | +16.6% | -20.0% | -5.4% |
| 3M | +5.2% | +9.6% | -4.4% | +3.6% |
| 6M | +3.7% | -11.1% | +14.8% | +4.8% |
| YTD | +15.8% | -13.9% | +29.6% | +17.3% |
| 1Y | +17.4% | -32.5% | +49.9% | +22.9% |
| 3Y | +116.9% | -25.0% | +142.0% | +119.9% |
| All | +117.4% | -7.1% | +124.5% | +103.7% |
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