+63.2%
PYPL vs CPRT
+619.2%
-556.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | -0.7% | +10.1% | -10.8% | -8.0% |
| 6M | +28.8% | -4.3% | +33.1% | +29.0% |
| YTD | +2.4% | -18.4% | +20.8% | +13.2% |
| 1Y | -9.6% | -20.1% | +10.5% | +1.2% |
| 3Y | +9.7% | -30.4% | +40.1% | +30.6% |
| 5Y | -73.5% | -17.0% | -56.5% | -72.5% |
| 10Y | +46.5% | +403.2% | -356.8% | -42.1% |
| All | +63.2% | +619.2% | -556.0% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling