+1,449.5%
CPRT vs BAH
+886.2%
+563.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +2.2% | -3.2% | +5.5% | +3.2% |
| 30D | +16.6% | +2.0% | +14.6% | +15.9% |
| 3M | +9.6% | -7.6% | +17.2% | +11.6% |
| 6M | -11.1% | -5.7% | -5.4% | -10.5% |
| YTD | -13.9% | -11.7% | -2.1% | -12.0% |
| 1Y | -32.5% | -27.4% | -5.2% | -27.4% |
| 3Y | -25.0% | -32.5% | +7.5% | -20.3% |
| 5Y | -7.4% | -3.3% | -4.0% | -14.1% |
| 10Y | +422.0% | +186.0% | +236.0% | +255.4% |
| All | +1,449.5% | +886.2% | +563.2% | +627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling