+415.3%
CPRT vs BAH
+182.5%
+232.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +0.4% | -4.3% | +4.7% | +1.8% |
| 30D | +9.9% | -4.5% | +14.4% | +11.5% |
| 3M | +5.6% | -7.6% | +13.2% | +7.8% |
| 6M | -13.6% | -10.6% | -3.0% | -11.4% |
| YTD | -16.7% | -12.6% | -4.2% | -14.6% |
| 1Y | -33.1% | -27.0% | -6.1% | -27.7% |
| 3Y | -27.1% | -31.5% | +4.4% | -23.3% |
| 5Y | -9.9% | -3.8% | -6.0% | -19.9% |
| 10Y | +415.3% | +183.9% | +231.4% | +214.7% |
| All | +415.3% | +182.5% | +232.8% | +214.7% |
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