-22.4%
BX vs CPRT
-34.0%
+11.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.1% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | -8.9% | +8.2% | -17.1% | -11.3% |
| 3M | +8.4% | +2.3% | +6.1% | +7.3% |
| 6M | +18.9% | -14.7% | +33.7% | +25.8% |
| YTD | -13.6% | -18.2% | +4.6% | -7.4% |
| 1Y | -22.4% | -33.4% | +10.9% | -15.3% |
| All | -22.4% | -34.0% | +11.6% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling