+1,463.1%
BA vs CPRT
+23,878.7%
-22,415.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.2% | +2.2% | -1.1% | +0.6% |
| 30D | -11.6% | +16.6% | -28.3% | -14.8% |
| 3M | -2.4% | +9.6% | -12.0% | -4.8% |
| 6M | -6.6% | -11.1% | +4.5% | -4.6% |
| YTD | -2.2% | -13.9% | +11.6% | +0.3% |
| 1Y | -8.0% | -32.5% | +24.5% | -0.5% |
| 3Y | -5.0% | -25.0% | +20.0% | -0.3% |
| 5Y | -2.7% | -7.4% | +4.7% | -2.8% |
| 10Y | +75.9% | +422.0% | -346.1% | +30.9% |
| All | +1,463.1% | +23,878.7% | -22,415.6% | +723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling