+237.7%
BAC vs CPRT
+382.0%
-144.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +2.1% | +4.0% | -1.9% | +0.3% |
| 30D | -6.7% | +18.2% | -24.9% | -13.7% |
| 3M | -20.2% | +9.2% | -29.4% | -24.4% |
| 6M | -0.2% | -4.8% | +4.6% | -0.1% |
| YTD | -6.4% | -17.5% | +11.1% | -0.2% |
| 1Y | -3.1% | -22.0% | +18.9% | +6.1% |
| 3Y | +96.7% | -33.7% | +130.5% | +127.6% |
| 5Y | +21.3% | -15.0% | +36.3% | +19.1% |
| 10Y | +237.7% | +385.2% | -147.4% | +31.4% |
| All | +237.7% | +382.0% | -144.3% | +31.4% |
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 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