+376.0%
CPRT vs BAX
-35.7%
+411.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +21.5% | +6.3% | +15.2% | +19.4% |
| 3M | +9.4% | -4.6% | +14.0% | +10.4% |
| 6M | -3.3% | +50.4% | -53.7% | -13.5% |
| YTD | -17.8% | +38.0% | -55.9% | -25.4% |
| 1Y | -22.2% | +44.6% | -66.8% | -30.3% |
| 3Y | -34.0% | -15.1% | -18.8% | -34.8% |
| 5Y | -15.4% | -63.3% | +47.8% | +11.2% |
| 10Y | +376.0% | -34.4% | +410.4% | +425.4% |
| All | +376.0% | -35.7% | +411.7% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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