+10.2%
PYPL vs CPRT
-34.3%
+44.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | +5.7% | +21.2% | -15.5% | -2.1% |
| 3M | -1.9% | +8.3% | -10.2% | -5.8% |
| 6M | +31.8% | -3.4% | +35.2% | +32.7% |
| YTD | +2.4% | -18.7% | +21.1% | +12.0% |
| 1Y | -8.2% | -23.5% | +15.3% | +3.3% |
| 3Y | +10.2% | -34.2% | +44.4% | +34.0% |
| All | +10.2% | -34.3% | +44.5% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling