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  • PWR vs CPRT✓SelectedUSD · CPRTPWR vs CPRT performance historyLatest closeAs of+2.34%09/08
Stock and ETF performance explorer

PWR vs CPRT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,396.1%
CPRT return
+411.2%
Excess return
+1,984.9%
Maximum drawdown
-45.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCPRTExcessAlpha
1D+2.3%-3.3%+5.7%+3.8%
7D+4.5%+0.4%+4.1%+4.2%
30D-4.9%+9.9%-14.8%-9.3%
3M-7.9%+5.6%-13.5%-12.1%
6M+18.3%-13.6%+32.0%+24.0%
YTD+51.5%-16.7%+68.2%+60.4%
1Y+70.3%-33.1%+103.4%+101.8%
3Y+210.6%-27.1%+237.7%+244.3%
5Y+456.7%-9.9%+466.5%+438.2%
10Y+2,396.1%+415.3%+1,980.8%+847.4%
All+2,396.1%+411.2%+1,984.9%+847.4%

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 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