+21,102.0%
CPRT vs BAX
+787.3%
+20,314.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | +3.6% | +0.3% | +3.1% |
| 30D | +18.2% | +8.5% | +9.7% | +15.7% |
| 3M | +9.2% | -4.9% | +14.0% | +10.2% |
| 6M | -4.8% | +47.0% | -51.8% | -13.8% |
| YTD | -17.5% | +38.4% | -55.9% | -24.7% |
| 1Y | -22.0% | +49.1% | -71.1% | -30.2% |
| 3Y | -33.7% | -14.9% | -18.8% | -34.3% |
| 5Y | -15.0% | -63.1% | +48.1% | +2.5% |
| 10Y | +385.2% | -35.6% | +420.8% | +405.4% |
| All | +21,102.0% | +787.3% | +20,314.7% | +11,259.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling