-5.6%
CPRT vs BAM
+86.2%
-91.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +6.0% | +9.7% | -3.7% | +3.3% |
| 30D | +20.0% | +19.0% | +1.0% | +14.4% |
| 3M | +10.1% | +0.6% | +9.6% | +9.6% |
| 6M | -4.3% | +11.1% | -15.4% | -7.6% |
| YTD | -18.4% | +4.2% | -22.6% | -20.1% |
| 1Y | -20.1% | +3.3% | -23.4% | -21.7% |
| 3Y | -30.4% | +88.8% | -119.2% | -42.1% |
| All | -5.6% | +86.2% | -91.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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