+864.3%
BAC vs CPRT
+22,620.0%
-21,755.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.2% | +6.0% | -7.2% | -2.7% |
| 30D | -7.7% | +20.0% | -27.7% | -11.9% |
| 3M | -21.2% | +10.1% | -31.3% | -23.6% |
| 6M | -6.8% | -4.3% | -2.5% | -6.9% |
| YTD | -8.7% | -18.4% | +9.7% | -5.3% |
| 1Y | -5.3% | -20.1% | +14.8% | -1.3% |
| 3Y | +87.4% | -30.4% | +117.9% | +100.6% |
| 5Y | +18.9% | -17.0% | +35.9% | +20.7% |
| 10Y | +273.3% | +403.2% | -129.9% | +153.2% |
| All | +864.3% | +22,620.0% | -21,755.7% | +338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling