+44.1%
PYPL vs CPRT
+426.9%
-382.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.3% |
| 7D | +2.7% | +2.2% | +0.5% | +1.2% |
| 30D | -4.9% | +16.6% | -21.5% | -14.3% |
| 3M | +28.9% | +9.6% | +19.3% | +19.8% |
| 6M | +18.2% | -11.1% | +29.4% | +25.7% |
| YTD | -5.0% | -13.9% | +8.8% | +2.6% |
| 1Y | -18.8% | -32.5% | +13.7% | +2.8% |
| 3Y | -12.6% | -25.0% | +12.5% | +0.3% |
| 5Y | -80.8% | -7.4% | -73.4% | -81.4% |
| All | +44.1% | +426.9% | -382.8% | -33.7% |
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