+763.1%
PM vs CPRT
+1,357.8%
-594.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.4% |
| 30D | -3.4% | +16.6% | -20.0% | -7.1% |
| 3M | +5.2% | +9.6% | -4.4% | +2.5% |
| 6M | +3.7% | -11.1% | +14.8% | +6.0% |
| YTD | +15.8% | -13.9% | +29.6% | +18.9% |
| 1Y | +17.4% | -32.5% | +49.9% | +27.8% |
| 3Y | +116.9% | -25.0% | +142.0% | +125.9% |
| 5Y | +117.3% | -7.4% | +124.7% | +109.8% |
| 10Y | +193.8% | +422.0% | -228.2% | +72.4% |
| All | +763.1% | +1,357.8% | -594.6% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling