-5.9%
CPRT vs BAM
+81.2%
-87.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.4% |
| 30D | +21.2% | +15.5% | +5.7% | +16.5% |
| 3M | +8.3% | -6.9% | +15.2% | +10.1% |
| 6M | -3.4% | +9.9% | -13.3% | -6.4% |
| YTD | -18.7% | +1.4% | -20.1% | -19.8% |
| 1Y | -23.5% | +3.3% | -26.8% | -25.0% |
| 3Y | -34.2% | +83.6% | -117.8% | -44.8% |
| All | -5.9% | +81.2% | -87.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling