+386.7%
CPRT vs BAH
+218.8%
+167.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | +18.8% | +17.3% | +1.5% | +12.8% |
| 3M | +9.4% | +14.9% | -5.5% | +4.4% |
| 6M | -4.4% | +14.2% | -18.6% | -9.3% |
| YTD | -17.1% | +5.1% | -22.2% | -20.0% |
| 1Y | -19.9% | +2.1% | -22.0% | -22.2% |
| 3Y | -30.5% | -26.0% | -4.5% | -28.2% |
| 5Y | -15.9% | +9.0% | -24.9% | -27.8% |
| 10Y | +386.7% | +208.8% | +177.9% | +199.1% |
| All | +386.7% | +218.8% | +167.9% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling