-23.1%
BA vs CPRT
-17.2%
-6.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.1% | +9.9% | -10.0% | -4.1% |
| 30D | -9.1% | +21.1% | -30.2% | -16.5% |
| 3M | -28.2% | +12.3% | -40.5% | -32.4% |
| 6M | -23.1% | -2.0% | -21.1% | -23.5% |
| YTD | -20.6% | -17.0% | -3.5% | -14.8% |
| 1Y | -12.7% | -22.5% | +9.8% | -3.2% |
| 3Y | -11.6% | -29.3% | +17.7% | -2.3% |
| 5Y | -23.1% | -15.6% | -7.6% | -29.4% |
| All | -23.1% | -17.2% | -6.0% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling