-15.9%
CPRT vs BAX
-63.0%
+47.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | +1.6% | +9.0% | -7.4% | 0.0% |
| 30D | +18.8% | +8.5% | +10.3% | +16.8% |
| 3M | +9.4% | -4.1% | +13.5% | +10.0% |
| 6M | -4.4% | +46.9% | -51.3% | -10.9% |
| YTD | -17.1% | +38.4% | -55.5% | -22.2% |
| 1Y | -19.9% | +47.0% | -66.9% | -25.6% |
| 3Y | -30.5% | -14.9% | -15.6% | -31.3% |
| 5Y | -15.9% | -62.5% | +46.6% | +5.5% |
| All | -15.9% | -63.0% | +47.0% | +5.5% |
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