-81.0%
PYPL vs CPRT
-7.1%
-73.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.6% |
| 3M | +28.9% | +9.6% | +19.3% | +19.6% |
| 6M | +18.2% | -11.1% | +29.4% | +26.8% |
| YTD | -5.0% | -13.9% | +8.8% | +3.7% |
| 1Y | -18.8% | -32.5% | +13.7% | +5.8% |
| 3Y | -12.6% | -25.0% | +12.5% | -0.9% |
| All | -81.0% | -7.1% | -73.9% | -84.3% |
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