+967.7%
BX vs CPRT
+1,728.9%
-761.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -4.4% | +2.2% | -6.6% | -5.8% |
| 30D | +0.1% | +16.6% | -16.5% | -10.0% |
| 3M | +16.0% | +9.6% | +6.4% | +7.5% |
| 6M | +21.6% | -11.1% | +32.7% | +28.8% |
| YTD | -8.9% | -13.9% | +5.0% | -1.9% |
| 1Y | -16.6% | -32.5% | +15.9% | +4.9% |
| 3Y | +43.3% | -25.0% | +68.4% | +65.4% |
| 5Y | +25.7% | -7.4% | +33.1% | +27.0% |
| 10Y | +689.5% | +422.0% | +267.5% | +165.8% |
| All | +967.7% | +1,728.9% | -761.2% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling