+911.5%
BE vs CPRT
+135.0%
+776.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +6.9% | +7.0% |
| 7D | +20.0% | +2.2% | +17.8% | +18.1% |
| 30D | +7.9% | +16.6% | -8.7% | -4.9% |
| 3M | -13.2% | +9.6% | -22.8% | -23.3% |
| 6M | +53.5% | -11.1% | +64.6% | +60.0% |
| YTD | +191.0% | -13.9% | +204.9% | +206.6% |
| 1Y | +360.5% | -32.5% | +393.0% | +495.6% |
| 3Y | +1,568.0% | -25.0% | +1,593.0% | +1,751.3% |
| 5Y | +1,055.2% | -7.4% | +1,062.6% | +924.5% |
| All | +911.5% | +135.0% | +776.5% | +314.9% |
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