+593.0%
BE vs CPRT
+122.7%
+470.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.5% |
| 7D | -14.7% | +6.0% | -20.8% | -18.8% |
| 30D | -40.5% | +20.0% | -60.5% | -48.7% |
| 3M | -24.3% | +10.1% | -34.5% | -32.5% |
| 6M | -39.3% | -4.3% | -35.0% | -42.5% |
| YTD | +99.4% | -18.4% | +117.8% | +111.9% |
| 1Y | +26.6% | -20.1% | +46.7% | +35.8% |
| 3Y | +1,616.9% | -30.4% | +1,647.4% | +1,858.8% |
| 5Y | +441.4% | -17.0% | +458.3% | +413.3% |
| All | +593.0% | +122.7% | +470.3% | +186.8% |
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