-12.3%
BA vs CPRT
-22.3%
+10.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | -8.0% | +21.4% | -29.4% | -10.9% |
| 3M | -25.8% | +10.4% | -36.2% | -27.4% |
| 6M | -27.6% | -4.3% | -23.3% | -27.3% |
| YTD | -21.0% | -18.3% | -2.7% | -19.1% |
| 1Y | -12.3% | -22.5% | +10.2% | -11.2% |
| All | -12.3% | -22.3% | +10.1% | -11.2% |
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 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