+680.0%
BKR vs CPRT
+22,676.9%
-21,996.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | -0.7% | +8.2% | -8.9% | -2.4% |
| 3M | +0.5% | +2.3% | -1.8% | -0.5% |
| 6M | +6.6% | -14.7% | +21.4% | +9.3% |
| YTD | +41.3% | -18.2% | +59.4% | +45.7% |
| 1Y | +42.2% | -33.4% | +75.6% | +52.7% |
| 3Y | +83.4% | -28.3% | +111.8% | +93.2% |
| 5Y | +203.6% | -9.8% | +213.5% | +201.6% |
| 10Y | +139.9% | +412.4% | -272.4% | +74.8% |
| All | +680.0% | +22,676.9% | -21,996.9% | +269.3% |
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 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