+45.1%
PYPL vs CPRT
+398.2%
-353.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.5% |
| 7D | +3.9% | +6.0% | -2.1% | +0.1% |
| 30D | +7.8% | +20.0% | -12.2% | -4.3% |
| 3M | -0.7% | +10.1% | -10.8% | -8.1% |
| 6M | +28.8% | -4.3% | +33.1% | +29.0% |
| YTD | +2.4% | -18.4% | +20.8% | +13.4% |
| 1Y | -9.6% | -20.1% | +10.5% | +1.4% |
| 3Y | +9.7% | -30.4% | +40.1% | +30.8% |
| 5Y | -73.5% | -17.0% | -56.5% | -72.6% |
| All | +45.1% | +398.2% | -353.1% | -32.6% |
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