-27.1%
CPRT vs BAH
-32.1%
+5.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +0.4% | -4.3% | +4.7% | +1.4% |
| 30D | +9.9% | -4.5% | +14.4% | +10.9% |
| 3M | +5.6% | -7.6% | +13.2% | +6.9% |
| 6M | -13.6% | -10.6% | -3.0% | -12.2% |
| YTD | -16.7% | -12.6% | -4.2% | -15.3% |
| 1Y | -33.1% | -27.0% | -6.1% | -29.8% |
| 3Y | -27.1% | -31.5% | +4.4% | -26.7% |
| All | -27.1% | -32.1% | +5.1% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling