+8,390.6%
PWR vs CPRT
+17,946.7%
-9,556.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +3.6% | +2.2% | +1.4% | +2.8% |
| 30D | -8.6% | +16.6% | -25.2% | -13.6% |
| 3M | -13.2% | +9.6% | -22.8% | -17.2% |
| 6M | +9.9% | -11.1% | +21.0% | +12.2% |
| YTD | +48.0% | -13.9% | +61.9% | +52.0% |
| 1Y | +66.2% | -32.5% | +98.7% | +85.6% |
| 3Y | +195.1% | -25.0% | +220.1% | +215.5% |
| 5Y | +442.6% | -7.4% | +449.9% | +434.4% |
| 10Y | +2,334.2% | +422.0% | +1,912.3% | +1,239.6% |
| All | +8,390.6% | +17,946.7% | -9,556.1% | +2,501.5% |
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