+263.2%
BAC vs CPRT
+398.2%
-135.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | -1.2% | +6.0% | -7.2% | -3.8% |
| 30D | -7.7% | +20.0% | -27.7% | -15.2% |
| 3M | -21.2% | +10.1% | -31.3% | -25.7% |
| 6M | -6.8% | -4.3% | -2.5% | -7.1% |
| YTD | -8.7% | -18.4% | +9.7% | -2.2% |
| 1Y | -5.3% | -20.1% | +14.8% | +2.3% |
| 3Y | +87.4% | -30.4% | +117.9% | +110.9% |
| 5Y | +18.9% | -17.0% | +35.9% | +18.1% |
| All | +263.2% | +398.2% | -135.0% | +37.1% |
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