+672.8%
BX vs CPRT
+382.0%
+290.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.9% |
| 7D | +3.7% | +4.0% | -0.3% | +1.2% |
| 30D | +8.2% | +18.2% | -10.0% | -2.9% |
| 3M | -12.7% | +9.2% | -21.8% | -18.7% |
| 6M | +1.0% | -4.8% | +5.8% | +1.9% |
| YTD | -17.2% | -17.5% | +0.3% | -8.4% |
| 1Y | -11.6% | -22.0% | +10.4% | +1.5% |
| 3Y | +36.8% | -33.7% | +70.5% | +71.5% |
| 5Y | +4.8% | -15.0% | +19.8% | +8.5% |
| 10Y | +672.8% | +385.2% | +287.6% | +272.0% |
| All | +672.8% | +382.0% | +290.8% | +272.0% |
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