+363.9%
CPRT vs BAX
-36.0%
+399.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.1% |
| 7D | -1.5% | +0.4% | -1.8% | -1.6% |
| 30D | +21.4% | +3.4% | +17.9% | +20.1% |
| 3M | +10.4% | -4.5% | +14.8% | +11.4% |
| 6M | -4.3% | +44.0% | -48.3% | -13.5% |
| YTD | -18.3% | +34.9% | -53.1% | -25.4% |
| 1Y | -22.5% | +37.9% | -60.4% | -29.8% |
| 3Y | -34.3% | -17.1% | -17.3% | -34.7% |
| 5Y | -17.8% | -64.3% | +46.5% | +9.2% |
| All | +363.9% | -36.0% | +399.9% | +389.2% |
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