+31.8%
BA vs CPRT
+398.2%
-366.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.4% |
| 7D | +1.1% | +6.0% | -5.0% | -2.2% |
| 30D | -7.9% | +20.0% | -27.9% | -16.9% |
| 3M | -25.3% | +10.1% | -35.5% | -30.2% |
| 6M | -24.6% | -4.3% | -20.3% | -24.5% |
| YTD | -20.1% | -18.4% | -1.7% | -13.0% |
| 1Y | -11.8% | -20.1% | +8.3% | -2.9% |
| 3Y | -10.1% | -30.4% | +20.3% | +2.7% |
| 5Y | -22.7% | -17.0% | -5.8% | -23.5% |
| All | +31.8% | +398.2% | -366.5% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling