+668.7%
BX vs CPRT
+410.9%
+257.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -2.5% |
| 7D | -5.7% | -0.4% | -5.3% | -5.5% |
| 30D | -8.9% | +8.2% | -17.1% | -14.2% |
| 3M | +8.4% | +2.3% | +6.1% | +4.9% |
| 6M | +18.9% | -14.7% | +33.7% | +29.8% |
| YTD | -13.6% | -18.2% | +4.6% | -3.4% |
| 1Y | -22.4% | -33.4% | +10.9% | -0.7% |
| 3Y | +26.0% | -28.3% | +54.3% | +50.2% |
| 5Y | +18.8% | -9.8% | +28.6% | +19.6% |
| 10Y | +668.7% | +412.4% | +256.4% | +269.6% |
| All | +668.7% | +410.9% | +257.8% | +269.6% |
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