+251.7%
BAC vs CPRT
+399.1%
-147.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.6% |
| 7D | +2.0% | +1.6% | +0.3% | +1.2% |
| 30D | -6.9% | +18.8% | -25.7% | -14.1% |
| 3M | -19.6% | +9.4% | -29.0% | -23.9% |
| 6M | -0.5% | -4.4% | +3.9% | -0.6% |
| YTD | -6.6% | -17.1% | +10.5% | -0.6% |
| 1Y | -3.0% | -19.9% | +16.9% | +4.8% |
| 3Y | +97.3% | -30.5% | +127.8% | +122.5% |
| 5Y | +21.9% | -15.9% | +37.8% | +20.5% |
| 10Y | +251.7% | +386.7% | -135.0% | +37.6% |
| All | +251.7% | +399.1% | -147.5% | +37.6% |
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