+532.2%
BE vs CPRT
-18.6%
+550.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | +10.8% | -0.4% | +11.2% | +11.1% |
| 30D | -19.8% | +21.2% | -40.9% | -27.6% |
| 3M | -18.7% | +8.3% | -27.0% | -23.8% |
| 6M | -33.7% | -3.4% | -30.4% | -35.4% |
| YTD | +121.0% | -18.7% | +139.7% | +141.2% |
| 1Y | +85.4% | -23.5% | +108.9% | +111.9% |
| 3Y | +1,709.5% | -34.2% | +1,743.7% | +2,071.9% |
| All | +532.2% | -18.6% | +550.8% | +424.1% |
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