+7,830.8%
PWR vs CPRT
+17,186.7%
-9,355.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -11.2% | +4.0% | -15.2% | -12.6% |
| 30D | -17.4% | +18.2% | -35.6% | -22.5% |
| 3M | -11.7% | +9.2% | -20.9% | -15.7% |
| 6M | -21.7% | -4.8% | -16.9% | -22.8% |
| YTD | +38.3% | -17.5% | +55.8% | +42.4% |
| 1Y | +29.6% | -22.0% | +51.6% | +35.9% |
| 3Y | +236.1% | -33.7% | +269.9% | +270.4% |
| 5Y | +406.3% | -15.0% | +421.3% | +408.0% |
| 10Y | +1,796.7% | +385.2% | +1,411.5% | +956.1% |
| All | +7,830.8% | +17,186.7% | -9,355.9% | +2,335.8% |
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