+135.1%
BAC vs CPRT
-25.5%
+160.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.1% | +2.2% | -1.1% | +0.5% |
| 30D | -0.4% | +16.6% | -17.0% | -4.4% |
| 3M | +16.9% | +9.6% | +7.3% | +13.7% |
| 6M | +26.6% | -11.1% | +37.7% | +31.2% |
| YTD | +15.8% | -13.9% | +29.7% | +20.8% |
| 1Y | +27.2% | -32.5% | +59.7% | +44.4% |
| All | +135.1% | -25.5% | +160.6% | +150.0% |
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