+412.4%
CPRT vs BAX
-37.8%
+450.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.3% |
| 7D | -0.4% | -5.1% | +4.7% | +1.0% |
| 30D | +8.2% | -12.2% | +20.4% | +11.9% |
| 3M | +2.3% | +21.8% | -19.5% | -3.1% |
| 6M | -14.7% | +36.3% | -51.1% | -21.8% |
| YTD | -18.2% | +27.8% | -46.0% | -24.1% |
| 1Y | -33.4% | -0.1% | -33.3% | -34.5% |
| 3Y | -28.3% | -33.3% | +5.0% | -23.9% |
| 5Y | -9.8% | -67.1% | +57.2% | +22.3% |
| 10Y | +412.4% | -36.9% | +449.3% | +464.6% |
| All | +412.4% | -37.8% | +450.2% | +464.6% |
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