+209.9%
BKNG vs CPRT
+392.8%
-182.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +2.5% |
| 7D | -10.7% | -8.4% | -2.2% | -6.6% |
| 30D | -18.1% | +4.6% | -22.7% | -20.3% |
| 3M | +8.5% | -1.9% | +10.5% | +8.6% |
| 6M | -0.1% | -15.3% | +15.3% | +7.5% |
| YTD | -18.2% | -21.5% | +3.2% | -9.0% |
| 1Y | -19.9% | -36.6% | +16.8% | -0.8% |
| 3Y | +41.6% | -31.2% | +72.8% | +63.6% |
| 5Y | +93.1% | -14.1% | +107.2% | +93.8% |
| All | +209.9% | +392.8% | -182.9% | +70.1% |
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 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