+1,123.1%
BAC vs CPRT
+23,878.7%
-22,755.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 6M | +26.6% | -11.1% | +37.7% | +29.3% |
| YTD | +15.8% | -13.9% | +29.7% | +19.0% |
| 1Y | +27.2% | -32.5% | +59.7% | +38.6% |
| 3Y | +132.4% | -25.0% | +157.4% | +145.2% |
| 5Y | +72.6% | -7.4% | +80.0% | +71.1% |
| 10Y | +389.7% | +422.0% | -32.2% | +230.2% |
| All | +1,123.1% | +23,878.7% | -22,755.6% | +451.2% |
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