+96.6%
BAC vs CPRT
-33.6%
+130.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | -7.2% | +21.5% | -28.7% | -10.7% |
| 3M | -20.4% | +9.4% | -29.8% | -22.4% |
| 6M | +1.3% | -3.3% | +4.6% | +1.8% |
| YTD | -6.4% | -17.8% | +11.4% | -1.5% |
| 1Y | -3.5% | -22.2% | +18.7% | +3.3% |
| All | +96.6% | -33.6% | +130.2% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling