-73.9%
PYPL vs CPRT
-17.4%
-56.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.2% |
| 6M | +28.8% | -4.3% | +33.1% | +29.6% |
| YTD | +2.4% | -18.4% | +20.8% | +15.0% |
| 1Y | -9.6% | -20.1% | +10.5% | +2.9% |
| 3Y | +9.7% | -30.4% | +40.1% | +30.0% |
| All | -73.9% | -17.4% | -56.5% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling