-8.0%
BA vs CPRT
-31.2%
+23.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +1.2% | +2.2% | -1.1% | +0.8% |
| 30D | -11.6% | +16.6% | -28.3% | -14.3% |
| 3M | -2.4% | +9.6% | -12.0% | -4.4% |
| 6M | -6.6% | -11.1% | +4.5% | -5.2% |
| YTD | -2.2% | -13.9% | +11.6% | -0.1% |
| 1Y | -8.0% | -32.5% | +24.5% | -3.1% |
| All | -8.0% | -31.2% | +23.2% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling