+18.0%
BAC vs CPRT
-17.4%
+35.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -1.2% | +6.0% | -7.2% | -3.0% |
| 30D | -7.7% | +20.0% | -27.7% | -12.9% |
| 3M | -21.2% | +10.1% | -31.3% | -24.3% |
| 6M | -6.8% | -4.3% | -2.5% | -6.5% |
| YTD | -8.7% | -18.4% | +9.7% | -3.0% |
| 1Y | -5.3% | -20.1% | +14.8% | +1.3% |
| 3Y | +87.4% | -30.4% | +117.9% | +107.1% |
| All | +18.0% | -17.4% | +35.4% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling