+50.1%
PYPL vs CPRT
+384.2%
-334.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -1.2% | -1.4% | +0.2% | -0.4% |
| 30D | +6.1% | +21.5% | -15.4% | -6.4% |
| 3M | +1.1% | +9.4% | -8.4% | -6.0% |
| 6M | +32.7% | -3.3% | +36.0% | +32.2% |
| YTD | +2.8% | -17.8% | +20.6% | +13.4% |
| 1Y | -10.8% | -22.2% | +11.4% | +2.0% |
| 3Y | +9.8% | -34.0% | +43.8% | +36.2% |
| 5Y | -70.2% | -15.4% | -54.8% | -69.6% |
| 10Y | +50.1% | +376.0% | -325.9% | -31.4% |
| All | +50.1% | +384.2% | -334.2% | -31.4% |
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