+71.2%
BKR vs CPRT
-33.2%
+104.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | -7.0% | -11.2% | +4.2% | -4.7% |
| 30D | -8.1% | +3.3% | -11.4% | -8.9% |
| 3M | -6.6% | -3.6% | -3.0% | -6.3% |
| 6M | +0.9% | -15.8% | +16.6% | +4.8% |
| YTD | +31.1% | -23.5% | +54.6% | +39.8% |
| 1Y | +27.7% | -38.8% | +66.5% | +46.6% |
| 3Y | +71.2% | -33.4% | +104.7% | +92.3% |
| All | +71.2% | -33.2% | +104.4% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling