+737.9%
BE vs CPRT
+124.2%
+613.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.4% | +13.4% | +13.2% |
| 7D | +4.5% | -1.4% | +5.9% | +5.6% |
| 30D | -20.1% | +21.5% | -41.6% | -31.6% |
| 3M | -0.8% | +9.4% | -10.2% | -10.9% |
| 6M | -26.2% | -3.3% | -22.9% | -30.4% |
| YTD | +141.1% | -17.8% | +158.9% | +155.3% |
| 1Y | +64.8% | -22.2% | +87.0% | +81.7% |
| 3Y | +1,887.4% | -34.0% | +1,921.4% | +2,308.0% |
| 5Y | +518.1% | -15.4% | +533.5% | +477.3% |
| All | +737.9% | +124.2% | +613.7% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling