+121.4%
BKR vs CPRT
+392.8%
-271.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.0% | -2.7% | -5.1% |
| 7D | -6.7% | -8.4% | +1.8% | -3.4% |
| 30D | -8.3% | +4.6% | -12.9% | -10.3% |
| 3M | -5.4% | -1.9% | -3.5% | -5.7% |
| 6M | +0.8% | -15.3% | +16.1% | +6.2% |
| YTD | +31.8% | -21.5% | +53.3% | +42.7% |
| 1Y | +28.6% | -36.6% | +65.2% | +51.9% |
| 3Y | +71.2% | -31.2% | +102.4% | +91.4% |
| 5Y | +179.2% | -14.1% | +193.4% | +174.1% |
| All | +121.4% | +392.8% | -271.4% | +19.7% |
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 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