-32.5%
CPRT vs BAH
-28.2%
-4.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | +2.2% | -3.2% | +5.5% | +3.0% |
| 30D | +16.6% | +2.0% | +14.6% | +16.1% |
| 3M | +9.6% | -7.6% | +17.2% | +10.8% |
| 6M | -11.1% | -5.7% | -5.4% | -10.8% |
| YTD | -13.9% | -11.7% | -2.1% | -12.8% |
| 1Y | -32.5% | -27.4% | -5.2% | -29.9% |
| All | -32.5% | -28.2% | -4.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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