+21.7%
BAC vs CPRT
-16.5%
+38.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +2.0% |
| 30D | -6.4% | +21.4% | -27.7% | -12.0% |
| 3M | -21.7% | +10.4% | -32.0% | -24.9% |
| 6M | +0.5% | -4.3% | +4.8% | +0.9% |
| YTD | -6.7% | -18.3% | +11.6% | -0.9% |
| 1Y | -4.7% | -22.5% | +17.8% | +3.3% |
| 3Y | +96.1% | -34.3% | +130.4% | +122.8% |
| 5Y | +21.7% | -17.8% | +39.5% | +14.3% |
| All | +21.7% | -16.5% | +38.2% | +14.3% |
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