-11.6%
BX vs CPRT
-20.5%
+8.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +3.7% | +4.0% | -0.3% | +2.3% |
| 30D | +8.2% | +18.2% | -10.0% | +2.5% |
| 3M | -12.7% | +9.2% | -21.8% | -15.8% |
| 6M | +1.0% | -4.8% | +5.8% | +2.5% |
| YTD | -17.2% | -17.5% | +0.3% | -10.9% |
| 1Y | -11.6% | -22.0% | +10.4% | -5.1% |
| All | -11.6% | -20.5% | +8.9% | -5.1% |
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