+1,170.4%
BA vs CPRT
+22,996.9%
-21,826.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -0.1% | +9.9% | -10.0% | -2.2% |
| 30D | -9.1% | +21.1% | -30.2% | -13.0% |
| 3M | -28.2% | +12.3% | -40.5% | -30.3% |
| 6M | -23.1% | -2.0% | -21.1% | -23.3% |
| YTD | -20.6% | -17.0% | -3.5% | -18.0% |
| 1Y | -12.7% | -22.5% | +9.8% | -8.6% |
| 3Y | -11.6% | -29.3% | +17.7% | -6.2% |
| 5Y | -23.1% | -15.6% | -7.6% | -21.8% |
| 10Y | +34.4% | +411.6% | -377.2% | +0.3% |
| All | +1,170.4% | +22,996.9% | -21,826.5% | +573.2% |
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 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