+377.9%
CPRT vs BAX
-35.5%
+413.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | +3.6% | +0.3% | +3.0% |
| 30D | +18.2% | +8.5% | +9.7% | +15.5% |
| 3M | +9.2% | -4.9% | +14.0% | +10.3% |
| 6M | -4.8% | +47.0% | -51.8% | -14.4% |
| YTD | -17.5% | +38.4% | -55.9% | -25.2% |
| 1Y | -22.0% | +49.1% | -71.1% | -30.7% |
| 3Y | -33.7% | -14.9% | -18.8% | -34.6% |
| 5Y | -15.0% | -63.1% | +48.1% | +11.7% |
| All | +377.9% | -35.5% | +413.4% | +427.1% |
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