+1,574.6%
BE vs CPRT
-25.5%
+1,600.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.3% |
| 7D | +20.0% | +2.2% | +17.8% | +19.8% |
| 30D | +7.9% | +16.6% | -8.7% | +6.7% |
| 3M | -13.2% | +9.6% | -22.8% | -13.8% |
| 6M | +53.5% | -11.1% | +64.6% | +64.1% |
| YTD | +191.0% | -13.9% | +204.9% | +213.3% |
| 1Y | +360.5% | -32.5% | +393.0% | +462.8% |
| All | +1,574.6% | -25.5% | +1,600.2% | +1,568.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling