+24.3%
BX vs CPRT
-9.0%
+33.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | +0.8% |
| 7D | -2.0% | +0.4% | -2.4% | -2.4% |
| 30D | -2.3% | +9.9% | -12.2% | -9.8% |
| 3M | +18.5% | +5.6% | +12.9% | +11.5% |
| 6M | +23.7% | -13.6% | +37.3% | +36.2% |
| YTD | -10.4% | -16.7% | +6.4% | +1.1% |
| 1Y | -19.6% | -33.1% | +13.6% | +8.4% |
| 3Y | +30.8% | -27.1% | +57.9% | +53.4% |
| 5Y | +24.3% | -9.9% | +34.2% | +10.6% |
| All | +24.3% | -9.0% | +33.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling