+0.4%
BX vs CPRT
-18.6%
+19.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.8% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | +14.2% | +21.2% | -6.9% | -0.2% |
| 3M | -18.7% | +8.3% | -27.0% | -24.5% |
| 6M | +2.5% | -3.4% | +5.8% | +2.5% |
| YTD | -18.8% | -18.7% | -0.1% | -7.3% |
| 1Y | -10.3% | -23.5% | +13.2% | +7.5% |
| 3Y | +35.4% | -34.2% | +69.5% | +73.9% |
| All | +0.4% | -18.6% | +19.0% | -3.1% |
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 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