+73.5%
BA vs CPRT
+423.6%
-350.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +1.2% | +2.2% | -1.1% | -0.1% |
| 30D | -11.6% | +16.6% | -28.3% | -19.3% |
| 3M | -2.4% | +9.6% | -12.0% | -8.6% |
| 6M | -6.6% | -11.1% | +4.5% | -1.6% |
| YTD | -2.2% | -13.9% | +11.6% | +4.1% |
| 1Y | -8.0% | -32.5% | +24.5% | +12.6% |
| 3Y | -5.0% | -25.0% | +20.0% | +4.4% |
| 5Y | -2.7% | -7.4% | +4.7% | -9.5% |
| All | +73.5% | +423.6% | -350.1% | -26.1% |
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 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