+1,844.9%
PWR vs CPRT
+370.9%
+1,474.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +19.1% | -1.5% | +20.6% | +19.8% |
| 30D | -12.0% | +21.4% | -33.4% | -19.6% |
| 3M | -10.6% | +10.4% | -21.0% | -15.9% |
| 6M | -20.8% | -4.3% | -16.5% | -22.0% |
| YTD | +43.7% | -18.3% | +62.0% | +51.5% |
| 1Y | +35.0% | -22.5% | +57.5% | +46.0% |
| 3Y | +249.4% | -34.3% | +283.7% | +304.1% |
| 5Y | +422.1% | -17.8% | +439.9% | +424.0% |
| All | +1,844.9% | +370.9% | +1,474.0% | +713.3% |
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