-4.7%
BAC vs CPRT
-22.3%
+17.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.5% | -1.5% | +3.0% | +1.6% |
| 30D | -6.4% | +21.3% | -27.7% | -6.9% |
| 3M | -21.7% | +10.4% | -32.0% | -22.3% |
| 6M | +0.5% | -4.3% | +4.8% | +1.4% |
| YTD | -6.7% | -18.3% | +11.6% | -4.6% |
| 1Y | -4.7% | -22.5% | +17.8% | -3.2% |
| All | -4.7% | -22.3% | +17.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling