-9.9%
CPRT vs BAX
-67.0%
+57.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.4% | -2.6% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +9.9% | -9.7% | +19.6% | +11.9% |
| 3M | +5.6% | +29.3% | -23.6% | +0.8% |
| 6M | -13.6% | +40.7% | -54.3% | -18.9% |
| YTD | -16.7% | +30.3% | -47.0% | -20.9% |
| 1Y | -33.1% | +3.4% | -36.5% | -34.4% |
| 3Y | -27.1% | -32.0% | +5.0% | -24.6% |
| 5Y | -9.9% | -66.9% | +57.0% | +15.5% |
| All | -9.9% | -67.0% | +57.2% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling